Oops, don't know if I got the link to the website right.  http://www.haysteamer.net

I have three horses (one with severe heaves)so I steam hay for all three as it is beneficial for the horse regardless if they have heaves or not. I took an old refrigerator, laid it on its back, drilled a hole between the freezer compartment and the fridge, placed a wall paper steamer ($45) that comes with a hose on it in the freezer compartment, fed the hose through to the fridge portion (which is lined with heavy black plastic - the kind I use to store my hay on), I placed a rack in the fridge to raise the hay so the steam could better penetrate it, place your hay on the rack (I can get 1/2 a bale in it), lay a sheet of plastic over the hay - making sure the plastic overlaps all sides of the fridge door once it is closed, I then place a few heavy blocks on the door to make it seal tightly so no steam excapes. I steam the hay for 80 minutes (read somewhere that this is the preferred amount of time). I placed a thermometer in the unit a few times to see how hot it gets in there - it was over 120F. You can put your steamer on a timer if you don't trust yourself to remember to watch it so it doesn't run out of water. I live in an area where the winters can be brutal and steaming hay is way easier than soaking hay - not to mention you do not loose nutrients either.

i made a hay steamer for £50, which is just as good, if not better than the shop bought one which cost £600. i bought a wallpaper steamer which cost me £20 and a water butt from any diy shop ie:(B&Q). insert the pipe from the wallpaper steamer into the hole at the bottom of the water butt, leave for 20mins and hey presto you have steamed hay.