Purchase an inflatable exercise ball online or in an athletic store. When fully inflated, the ball should reach to about the height of your knees. Locate the ball's hole meant for the inflating tube.
Place a funnel at the mouth of this hole. Pour sand in the funnel so it begins filling up your ball. Once inflated, you want the sand to fill about half of your ball, as it will weigh the ball to the floor when you are standing on it. Since your ball is not inflated yet, you will need to estimate how much sand you've put in and add or subtract more after inflating.
Remove your funnel and insert your inflatable tube into the hole. Pump the ball up until it is firm, but not rock hard. Remove the tube from the hole and replace it with the ball's plug.
Feel the sand in the lower portion of your ball with your fingers. Again, it should fill the ball about halfway up. If it doesn't feel as though there is enough sand, remove the plug, replace it with the funnel and continue pouring sand in until you've reached the approximate halfway level. If it feels like there is too much sand in your ball, remove the plug and turn the ball over so that you can pour some sand out of the hole.
Cork the hole with the ball's plug. Place the ball in a location where you will not injure yourself if you fall from any side because your homemade Bosu trainer, like a store-bought one, is about practicing stability and balance. Stand on the top of your ball. The inner sand should act as a weight and keep the ball from rolling around.