I tried ebbixx's Chocolate Hazelnut Cookies the other day, and had to improvise a double boiler (being a poor student without such a luxury).
Pick out a small-ish pot and put water in the bottom. Find some type of dish or bowl which will sit on top of the pot without falling in or falling off. I ended up using a metal bowl that we had. This works well, because it balances well, and if you bump it, it doesn't fall off, because the center of mass is below the lip of the pot. Other alternatives include things like foil pie plates (which don't work as well because they fall off when bumped). Try to use something that you know will take the heat (for example, mom's good china might not be the best choice, unless she has pretty sturdy china). Take your chosen object and put it on top of the pot with water in it. Now pick it back up. Is the bottom wet? If so, you have too much water in the pot. Dump some out. Turn the stove on at the specified (by the recipe) temperature.
When using metal objects on top, they (of course) heat up fastest closest to where they are touching the pot. This is another advantage to using a metal bowl... They part that heats up fastest is not too close to whatever you have in the double boiler.
I hope this node can actually help someone!