Luckily, I knew where it was! I haven't used it since I got a collet chuck and started doing all my drilling on the lathe.
Mine's a little bit fancy, I used 5 boards.
You'll need to clamp it to the drill press table. You can hold it shut with your hand, or clamp it for extra security. The v-grooves allow it to hold round or square stock equally well. "Almost square" stock works, but I recommend squaring it up or rounding it first.
The most important thing when building it is to get those v-grooves perpendicular to the table. If I were building a new one, I'd make the v-grooves a little smaller. Small grooves will hold large blanks, but large grooves won't hold small blanks.