Well, first you need sourdough starter.  I have experimented, but not achieved
anything to brag about by myself.  So, I got my starter from my sister.  Her 
directions came from here.  The recipe below is also from there.

2 C of starter
3 C of unbleached flour (amount may vary)
2 TB of olive oil or softened margarine
4 tsp of sugar
2 tsp of salt

Mix all ingredients EXCEPT the flour.  Knead in the flour 1/2 C at a time. 
Knead into a good, flexible bread dough.  Let the dough rise until double in
a large bowl.  Punch the dough and knead a little.  Form into a loaf and place
on a baking sheet.  Once the dough doubles again, bake at 350º for 30-45 
minutes.  Do not preheat the oven.  The bread is done when the crust is brown
and the bottom sounds hollow.

I am not perfect with the bread yet. I have tried a variety of shapes with the bread. No winner yet.