Lots of good sources here. Start with this Australian site http://www.keypoint.com.au/~skeptics/Bed_of_Nails which does a good job of explaining how to make a bed, although I'd recommend going with galvanized or stainless steel nails even though they are harder to insert. Rust is a bad thing here.
This U. Pitt site gives a pretty good take as well. http://www.pitt.edu/~dwilley/Show/NailBed2.html.
If you have access to The Physics Teacher, there's a great article published in October 2004.
Another method with a video.