I've made them using two socks one inside the other, deprecated by a charcoal layer
Inside sock is a thick 'wooly' type for large particles
Outside sock is a fine nylon type for small particles
Worked okay but needed a dose of chlorine afterwards
(You can do the same with several buckets stacked upon one another, filtering through large to small gauge stones, then sand and finally charcoal. Takes an age to filter but did make rather pleasant drinking)