Melt the suet (available from your butcher) over low heat.
In a mixing bowl, mix the remaining ingredients together.
Allow the suet to cool somewhat and then pour in the mix and stir thoroughly.
When it thickens (cools) stuff the mixture in between the "petals" of an open pine cone. Virginia pine cones are best because they open very nicely and can be picked up all over the eastern U.S., but any open pine cone will work. The big pine cones from the western U.S. forests are great too but you'll only need a couple of those ones.
Hang the pine cones from a string in your back yard.
As for the other ingredients, your local farm/feed store can usually supply ingredients such as millet.
This recipe is a good project for kids on rainy days!