Hi ShawnAnne,
Check out "Skippy's Bio-Logical Filter".
You can build one yourself.
Personally, I'm using a combination of
"scratchy pads" from the Dollar Store
and PVC ribbon from a local pond supplier.
Very inexpensive compared to some of the other
alternatives.
See the following:
http://www.skippysstuff.com/index.html
Another alternative is a fluidbed filter which
I also plan to build for fun. Check out Gary's page,
http://homepage.ntlworld.com/gary.webster1/

And if you would like more, see this site:
http://www.mikebentley.com/ponds/homemadefilters.htm

Hope this helps. It all just confuses the heck out of me.

Mark