This is very simple and does work.

Get a large 2 liter Coke/Pepsi/Fanta, etc plastic soda bottle. This is the kind that takes a couple of hands to hold onto. Empty the bottle by drinking or draining. Take the cap off and throw away.

Just below the point where the neck of the bottle straightens out onto the body of the bottle, cut it across. So now you have a funnel and a cylinder.

Invert the funnel into the cylinder. It should fit snugly. A piece of tape will seal it, but may not be necessary.

Fill about 1/3 of the cylinder part with a mixture of dry yeast, warm water, and honey (or sugar). Use about 1 Tablespoon of yeast (This is about 1 package of yeast bought at the local grocery and often used to make bread or rolls). Make the water just at the temperature where it is only warm to your soft skin. Like babies milk. Use about 1/3 or so Cup of sugar or honey. Mix all together and pore into the funnel/cylinder.

Wrap a piece of black paper around this to make a nice warm comfy place for mosquitoes to hide.

The trap works by creating CO2 with the sugar/yeast mixture. This gas escapes and is seen by the bugs as attractive. They will fly into the trap and then get stuck to the sugar coated sides or just wear themselves out trying to find an exit.

Change the yeast/sugar/water mixture about every two weeks or so.

This idea came from this website where a bit more detail is available along with some more pictures.

http://www.makezine.com/blog/archive/2006/05/diy_mosquito_trap.html