I made myself one using the following instructions on this website
http://www.cgallery.com/jpthien/cy.htm (half way down page is link to a video showing it working) I made mine with a plastic dustbin (think you call them garbage bins) and standard 100mm (4") dust extractor connections and it works great, I empty the bin about once a week or more if I'm using the thickness planer but in a year I've only had to shake the fine dust out of the dust extractor bags once, and no debris in them at all. Hope this helps.
Keith