The frame can be made of strong, malleable wire. Garden wire, a wire hanger or thick brass wire from a hardware store can be used. Shape it into a circle at least five inches in diameter. Make sure to leave several inches of wire stretching from the circle to attach to the microphone stand.
Pop filters can also be made with wood embroidery frames from any craft or sewing store. They usually come in pairs, with one ring fitting inside the other and an adjustable outside ring.
Get stretchable nylon such as pantyhose material for the pop filter. Stretch at least two layers of the material around the wood or wire circle. If using the embroidery ring, it may be a bit rough. So lightly sand it to keep the nylon material from ripping. Tightly wrap the material around the inner ring, tighten it, tie it off and cut away any slack. If using the wire ring, also stretch at least two layers of material around it, then tie or otherwise secure the material at the base of the circle.
Now the new pop filter needs to be set in front of the microphone, either by the wire or by making a stand. If using a wire, carefully wind the end of the slack around the microphone stand. Wrap that with tape or something else that won't damage the stand to make sure the pop filter remains as stable as possible.
Making a stand for the wooden pop filter can be a bit more complicated, as you'll need glue, a dowel and clamps. Cut off a foot-long piece of a wooden dowel and sand the ends. Sand away any sealant where the dowel will be attached to make sure the glue will stick. Use glue especially made for wood to attach the dowel to the outer ring. Set the inner ring with the mesh inside the outer ring, which needs to be tightened. Then use clamps to attach the dowel to the microphone stand.