We got one as a gift last year.
It's cool. If I was to do it on my own, I would get a thin piece of formica or masonite or something like that, I would mount some thin rolled cork to that, and mount the map on top of that. I would get the frame online, but first you need to measure the thickness and make sure you get one that fits.
I also know there is no way I would have it come out the same way as this, it would have bubbles, etc.
Any trophy store can do the palque for you.
The pins of course you can get at any office supply store.
A laminated 50 x 32 world map from Amazon is $18
http://www.amazon.com/Rand-McNally-R...4827600&sr=8-2
Cork is $1.80 per sqft or for this, figure 12 sqft, or $21. You can probably find it for less or get an old cork board at a tag sale.
A cheep deep set frame would be $60 or so, and a sheet of something to mount it on probably $20 or so.
To me it's worth just ordering it.