Making a Rock Oil Lamp?

I was wondering if anyone in this group has ever made rock oil lamps before?
If so, I could desperately use some pointers. I'm trying to make one for the
first time, but I'm not sure how big to make the hole, how large of a wick
to buy, or what type of glass holder to use.

They look fairly simple to make, I just need to figure out some of the
details. Just a piece of flat river rock or granite and attach a small bowl
or ash tray to the bottom to hold the oil.

For those who don't know what I'm talking about, a picture example of a rock
oil lamp can be seen he

http://img.villagephotos.com/p/2005-3/981928/Rock_oil_lamp.jpg

Any info would be appreciated!

Thanks,
James