Build a Bin
Purchase a plastic bin (approximately 10"x19"x12") with a lid. Drill two or three rows of 1/4" holes in the top, sides and bottom of the bin. Raise bin off the surface so that air can circulate underneath. This type of bin will need a tray to catch any liquid that goes through the bottom.
A common size for a worm bin is approximately 1'x2'x3'. An old wooden box or drawer will work as a worm bin. Wooden bins breathe better than plastic and therefore do not need as many holes but you should have two rows of 1/4" holes on all sides. However, wooden bins, because they are always wet, might last only two or three years. Do not use treated wood to build your bin. Treated wood can contain arsenic and other chemicals used as preservatives. A hinged lid is preferred but a piece of burlap or black plastic can be used as a lid to keep the light out and moisture in.