Get a 5 gallon paint bucket, drill a couple of holes directly opposite of each other in the side of the bucket at about the same level as the handle, take a small plastic soda or water bottle and drill a small hole in the lid and in the middle of the bottom of the bottle, take a piece of fishing line (I used a piece of #14 copper electrical wire) and fasten one end in one of the holes in the 5 gallon bucker, string the line through the bottle and fasten it to the other side of the 5 gallon bucket. Pull the line so it doesn't have any sag in it (the reason I used wire, couldn't get rid of the looseness of the fishing line) The bottle should spin freely.
Fill the 5 gallon bucket approximately 1/2 half full of water (in cold country add some antifreeze to the water, which I didn't) Add a glob of peanut butter to the center of the bottle. Add a ramp to the side of the bucket so the critters can almost reach the peanut butter. I also added a 1/2 teaspoon of dish detergent to break the surface tension of the water, I don't know if it helped because my water froze prior to getting to use it.
The critters will try to get on the bottle and close to the peanut butter, fall into the water and go to visit their maker.
I have not caught any critters yet due to frozen water but many of my friends have said that it works very well.