First of all you need a clean glass vial. Mine is from some hair product. But you can use anyone as long as it has some ledges.

Now you need to attach the chain to the vial. For that you'll wrap the ends of the chain on both sides of the vial and put the string through the links of the chain and tie with a knot in the end. This may sound a little complicated, so I drew a template where you can see how I did it (sorry but I forgot to take pictures while I was doing it)

When you're done with the chain thing just fill the vial with sand and glue a small cap to the opening. I used the vial's original cap painted blue, but you can use anything as long as it keeps the sand from falling.
And you're done! Enjoy it!