The first hay rack i had was just a very small cardboard box i had cut to the desired shape and attached to the bars with twist ties. not great but it worked until i could find something better. I cut slits in the bottom flap and trimmed the side flaps to fit in the slits, this worked well and i didnt have to use any adhesives that might harm bunny if ingested.
http://www.flickr.com/photos/789045...390753128/" title="SNC00121 by msurads06, on Flickr">
I found my current hay rack at a garage sale (got it for free, but i know walmart sells them, just dont know how much they cost. It is meant to attache to a kitchen drawer/cabinet organizer.
http://www.flickr.com/photos/78904522@N05/7390753144/" title="SNC00123 by msurads06, on Flickr">
It attached just fine to the inside of Scats cage with out any hardware, i did have some trouble with hay leaking through the back but a peice of cardboard cut to size fixed the problem. it holds a good amount of hay and keeps it off the floor/out of the litterbox, its also too small for bunny to climb into.
http://www.flickr.com/photos/78904522@N05/7390753274/" title="SNC00124 by msurads06, on Flickr">
Look arround there are alot of every day things that can be repurposed, i know i saw one poster who used a plastic basket with holes like you find at the dollar store and zip tied it to the cage for a hay basket. The one thing with the basket like i have is you will have to watch out if your bunnys chew the pain, that hasnt been aproblem for me so far.