I've used cheese cloth for years...it's only .50 a square yard at any fabric store. You just cut off a square from the end, put your hops or steeping grains in the middle (I leave the cloth folded over so it's double thick), tie the two opposite sides together in a knot, tie the last two opposite sides together in a knot, and drop it in. Works like a champ for grains and I'd assume it'd work the same for dry hopping.