This picture shows a half-litre plastic bottle, but a small bottle works just as well. Drill a hole through the middle of the cap so that the straw fits tightly. Push the straw into the cap. It's important that there is a good seal, with no space between the straw and the cap (so that nothing leaks). You can seal the hole with glue or sticky tape.
Half fill the bottle with water and then add sand. You can use any kind of sand, as long as it isn't too fine (in other words the grains mustn't be too small). "Masonry sand" (the sand used by bricklayers) is great, but sand taken from a children's sand pit ("play sand") is probably too fine.
Fill the bottle with sand up to about one centimetre below the top. Then fill it right up to the top with water and screw on the cap.
Have fun!