A Fifi towel is used as a masturbatory aid by men in prison. It's usage has been documented on the Howard Stern program. It is constructed from a hand towel and rubber gloves.
How to make your own fifi: First take your hand towel, fold it in half and roll it up. Wrap a few rubber bands around this. Stuff a rubber glove (not the kind that mom uses to wash dishes, the doctor kind) inside the towel cylinder. Be sure to fold the wrist of the glove with one of the rubber bands. This glove is filled with hot water and another rubber glove fitted inside it, having its wrist secured as well. Inside this second rubber glove is put a lubricant of some sort (K-Y Jelly, Astroglide, Vaseline, etc). Other methods have the glove rolled in a hand towel that is then stuffed in a sock. YMMV of course.