Horse hay nets can be handmade, using plastic or nylon twine from hay bales. Twine comes in handy for so many projects and uses.
My photos are not too good (photos updated 1/26/13), as the temperatures here are below zero, and my camera was not cooperating with those temperatures. If we get a break in weather, I will re-take these photos, so you can see the net better.
I found the instructions on how to make these, at EQUISEARCH on-line, but there are other patterns on other sites as well. I found this easy to make as well.