Its easy to make a wind generator from junk. Check out http://www.velacreations.com/chispito.html for an open source wind generator you can make from salvaged parts. Although it is a small generator, it is a good start in building these types of systems.
Once you get your feet wet, move up to otherpower.com for bigger and better designs!
Making wind generators from scrap materials is not only fun, it is good for the environment and your pocketbook.