This place has some plans for a homemade collection process:
http://blacksoldierflyblog.com/
It looked like a lot of work to me, so I just bought the BioPod. The thing is great. You just start slow with food scraps (limiting meat), then it gets to a point where you can throw just about anything in it and it keeps eating it up!
Another benefit is that you can drain off the "tea" and dilute it. It is great liquid fertilizer for plants.
Also, birds and fish love the grubs. This is my first season running a pod, but after the great results I've had, it won't be the last.