I built one like this one on Don Fogg's site and it's been working great for 4 years. I couldn't find a used gas cyl so I used a piece of stainless pipe from a scrapyard and welded a pieces of plate on the bottom for a base and just tacked the top in two places so I could remove it to reline if I need to.
http://www.dfoggknives.com/forge.htm