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How do you make soy milk?

I was at my friend's place the other night, and her auntie was making soy milk. The way in which it was made was with a bought soy milk maker. It was a machine specifically designed for the purpose of making soy milk from the bean.
I don't have one at home, but I'd like to have a go at making it. Does anyone make soy milk themselves, and if you do, how do you go about making it?
To buy a soy milk maker, is it one of those appliances where you get what you pay for? Or are they about the same with any given price?

"Pretty" Links

I'm wondering how to make my links so they do not appear but another word is hiding the link.
I have seen this here several times but do not know how to do it.

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I found it!!
For everyone curios: click "input format" and then "More information on formatting options"