This is a years-old guide, and won't produce great
results. But, due to popular demand, I've put it back online. I updated my own
adapter to look something like this over a year ago:
Which works something like this, even using the cheap +10 Macro:
Click Here
I eventually just bought a beta Guerilla35, though, which has a much better
macro, so it's what I'm currently using. Anyhow, this may not produce
anything great, but it makes the concept of the adapter simple to
understand, so it's a good starting point. You just won't get acceptably
good results, chances are. I may upload a new guide which is simpler and produces
much better results...but I probably won't. I'm busy--and there are plenty of
other good ones.
-Matt
Note: This works well for me on my dvx100a. Due to the dvx100's lesser macro focusing ability, it might not work so hot on it. By shortening the length of the PVC tube between the projection screen (“ground glass”) and the macro lens (achromatic diopter) by using a dremel or saw, the design can probably be adapted to work better on both. No guarantees, though. Also, with the cheap macro lens, the camera has trouble focusing evenly, especially at lower apertures (the edges go out of focus). If you know where to get a better macro lens for a reasonable price, please send me an email at commode@gmail.com. Also, this design can definitely be adapted to fit other cameras really easily, but I'm too lazy to work out the details. Getting a better image is my current priority. Now on to the guide:
THE HD-35! (Home Depot 35mm Adapter)
When the dvx100 was first introduced, people were thrilled by its sharp images, lack of chromatic abberation, impressive wide angle zoom lens, low light sensitivity, and generally impressive image quality. However, adding a shallow depth of focus to its acclaimed 24p mode has still eluded those who wish they were shooting 35mm film. No longer! Now, you can have a 35mm DOF with a compact adapter well under 100 dollars. All it will cost you is sharpness, lack of chromatic abberation, a wide angle zoom lens, low light sensitivity, and image quality.
Anyhow, before beginning, it's important to have a basic idea of how the mini35and similar devices work. I didn't before I started making this thing, and it sured would have helped me if I knew what I was doing in the first place. Basically, the 35mm lens projects an image onto a focusing screen just as it would project it onto a piece of film except that the focusing screen is translucent so you can see the projected image on it from the other side. The video camera then zooms in on this image and records it. It's really incredibly simple.
Here's everything you need (except JB weld or tape, depending on whether you want to make the thing permanent or not.)

The
+10 macro (mine is Asian brand and works but isn't very high quality)
is about 20 shipped on ebay. The Nikon mount is about 35 shipped
(also from ebay). Any Nikon mount will work, so rip one off a broken
camera if you must. For a cheaper solution, just use a rear lens
cap, which costs about five dollars. It's not nearly as secure and
it's hard to mount on PVC pipe, unfortunately. The 52mm UV filters
are about 10 each, but since 52mm is the most common size, they can
be found much cheaper used or in bulk or something. Mine are used.
I used a beeswax candle for wax for the focusing screen and it works
well, but I lose nearly 4 stops of light with it. Micro-crystalline
wax (available at craft/hobby/candle-making stores, or so I hear) is
not only easier to work with, but you only lose about a stop with it.
I'm hoping to experiment with it in the future. The large grit sand
paper can be found at home depot, along with the PVC piping. The PVC
part numbers are “Nibco 4808” “Nibco 4803-2”
for the threaded parts and 4801 2'' for the non-threaded tube. It's
important to get exactly those parts. Trust me, I fooled around
trying to make others work (though there may be others that work even
better which I haven't discovered.) If you don't use those parts
exactly, don't come to me asking why you can't get the thing in focus
or why the filters don't fit.

The
first step is making your focusing screen. This is the most
important step, by far the hardest, and also the one I can offer
least help with. The method I recommend is similar to what Oscar
Spier from dvinfo.net recommends here:
http://doublecam.250free.com/wax/wax2.htm.
What I do is to take an Altoids tin, clean it completely so that
there's no dust in it, then put a small chunk of wax in it, maybe the
size of a grape. Then I put this in the toaster oven (seriously) at
about 170 degrees Fahrenheit until it melts. Then I pour maybe
1/8-1/4 or a teaspoon of wax onto the top of a clean (and I mean
spotless—dust will give you major static grain and weird
artifacts in the wax). Then I put the UV filter in at the same
temperature, until the wax is totally melted, and take it out and
move the wax around. Repeat this a couple times until the wax is in
contact with the entire edge of the filter. Then put it back in the
toaster, wait until it's melted and as even as possible, remove it,
place it on a VERY flat surface, put a clean cup over it so no dust
falls in and wait until the wax becomes solid. The idea is to get
the thinnest layer possible that's somewhat uniform (it does NOT have
to be even close to perfect to look good) and covers the whole
filter. I used too much wax so I lose a lot of light. Using
micro-crystalline wax should help with evenness and thinness.
Spraying the surrounding area with a water spritzer before you start
should make sure no dust gets kicked up. I know this sounds
daunting, but it's not. Just make sure the glass is clean, the wax
is clean, and the altoids tin is clean. You can keep melting and
remelting until you're satisfied, too, and even major differences in
thickness don't show up very noticeably once the adapter is put
together. (And the wax can be replaced even after the adapter is
complete.) I do not recommend putting another piece of glass above
the wax. Instead, I recommend screwing another clean filter above
this one. That way, if you get dust in your adapter (and you will),
you can just remove it with an air duster, since the way won't be
exposed. Because of this (and other things), make sure you have the
text on the 52mm UV filter facing up when you coat it in glass.

The
Tiffen has wax on it. The Hoya is clean. Now, dust can't get on the
wax, and you can just clean the filters if dust gets on them. Plus,
you can unscrew them to fix the wax if you're unhappy with how your
footage looks. Neato!

Now,
place the two filters atop the threaded end of the Nibco 4804. The
threads of the UV filter should rest perfectly inside the Nibco.
Now, screw on the Nibco 4803. Be careful not to move the filters or
the pressure fit won't work quite right.

Now,
you can try holding your 35mm lens up to the fat end (the 4804) as
though you were mounting it on it. Then hold the lens up to a light
or a window and look at the focusing screen. You should see
something like what's below unless your wax is way too thick (you'll
see nothing) or too thin (you'll see a hot spot as well):

That's
the whole idea behind the mini-35. Makes $10,000 seem even more
ridiculous than it already does. Now, do the same thing but hold the
lens up with the mount (or lens cap cover if you're going that route)
so that the distance between the lens and the focusing screen is what
it really would be if you were actually using the thing. Focus the
35mm lens of your choice (at its widest aperture) at infinity and
point the lens out the window and at a far away object. Does it
focus on infinity or at a slightly closer object? If the answer is
“slightly closer object” you'll need to sand down the
fat, non-threaded end of the 4804 so that the distance between the
lens and the focusing screen is less and try again. The distance
should be about 40mm, but since the lens goes into the tube a little
bit, 42mm or 1.7'' is a good guess. But don't use that as a guide,
sand and experiment. You'll probably need to shave off only around
1-2mm. This will also make the surface more even but rougher and
more textured, which is necessary for sanding. Then have fun playing
around with rack focusing if you want to. It works!

Sand
on the side that says “lens.”
Now that that's done, you can mount the lens where it says “lens” on the above picture of the 4804. I recommend sanding the opposite side of the Nikon/EOS adapter slightly so that it's rough, or scoring it a bit with an exact-o knife or razor then centering it and gluing it with JB Weld. JB Weld is amazing stuff. You'll probably just want to tape the lens into place with masking tape (use a lightweight lens, and make sure the Nikon/EOS adapter is attatched!) for your first try as I have done.

After
letting it sit for six hours, assuming you used JB weld, turn it over
and place JB weld inside the crevasses between the PVC and the mount.
Make sure you let it sit after this; this is all that's holding the
lens on. And be careful not to use too much JB weld.

Now
you'll need to attach the macro lens to the opposite side. First,
slip the 4801 over the 4803 as shown in the photo below:

Or,
if you want a shorter adapter (and potentially less vignetting) cut
off a small section of the 4801 with a dremel or hack saw, and place
this over the edge of the 4803 as shown below. Make sure to keep the
“smooth” edge, which you may want to sand a bit, facing
down, with the rough edge (the one you cut) facing the 4803. Use JB
weld to keep it secure, and make sure it's on evenly. Otherwise, you
won't be able to focus. (Use the edge of a flat table to keep it
even.)

What
luck; this now slides right into the 72mm macro! Make sure the
threads face down so you can actually screw the lens into your DVX of
course.

Now
give it the ol' JB weld. Be careful not to get JB weld on the lens,
just between the threads and the PVC. (I used tape since my adapter
is temporary.)
Now, you're basically done. You can put the focusing screen back in place, screw the two pieces (once they've dried) together, put a lens on, and you're ready to shoot.

This
is what your adapter should look like. About 4''. Not bad.

Of
course, it's a little bigger with a lens.
And, just a reminder, here is how everything is stacked together:

Now
tape that bad boy up if you haven't JB welded it (I would tape it the
first time putting it together. Adjustments probably will have to be
made.) Also, PVC pipe has a habit of letting light through, which is
no good. It also reflects light in the barrel, which makes the
footage soft and hazy. You may want to sand or bead blast the inside
of the PVC a tiny bit, then spray paint it all matte black, inside
and out (before constructing it, of course.) It will look cooler,
and will let less ambient light through, which makes a huge
difference.
Alternatively, just cover the whole thing with aluminum tape or something to block light. This really improves your contrast and makes footage look much nicer:

So
there it is (held together with blue masking tape, covered in
aluminum tape to keep out ambient light.) The 72mm threads hold it
into the DVX very nicely. I'm going to use this thing with my
glidecam later. That should be interesting (with my 28mm lens, of
course.)

Now
that it's on the camera, I use AF as a starting point, then adjust it
manually. Between MF13 and MF14 at Z72 work well for me. Of course,
if you can make the tube attached to the macro shorter (but not too
short) you can zoom in less far, which means a more open aperture on
the dvx100, and less light loss as well as a sharper image. (F2.4 is
wide open here.)
With this design and these settings, footage is pretty sharp in the middle, considerably softer at the edges and with some chromatic abberation and next to no vignetting (despite the samples, which aren't zoomed in fully to Z72.) A better macro and a shorter distance between the wax and the macro lens would help.
Anyhow, enjoy. Come up with ideas (using a Nintendo 64 rumble pack for oscillating GG, anyone?), find cheaper parts, and send me links to them. With micro-crystalline wax, a slightly better macro lens, and some patience, you should be able to get great quality images with only a stop or two of light loss. My samples are pretty rough, but I made this thing in a couple hours expecting to refine it further later and it already works a little better.