After looking up how to actually make caviar and not buy it, I was able to find a few hints.  Here is a recipe that is a wonderful base recipe to make Caviar from Salmon roe.  If you have a friend or family member who fishes for Salmon, ask them what they are using the roe for.  Or contact your local fishmonger and during Salmon season, order some.

Makes about 16 oz of Salmon Caviar

Ingredients:

1EachSkein of Salmon eggs (Skein is an egg sack)
1Cup  Kosher Salt
3Quarts     Water, 100 degrees in temp.
Curing Salmon Roe
Directions:

To begin, in a stainless steel or glass bowl large enough to hold 3 ½ quarts; add the kosher salt and 3 quarts of 100 degree water, whisking until the salt has dissolved.

Next, unwrap the skein or egg sack if bought from a fish market or remove from the fish if you are a fisherman.  Rinse the skein under cool running water, cleaning the sack of any blood (1).  You will notice a thin membrane that holds the roe in the sack (2).  Add the sack to the brine mixture (3).  When you add the skein to the salt brine, the membrane and eggs will turn from a clear reddish orange to a cloudy orange color (4).  This is the salt reacting with the membrane.  Make sure that the skein is fully covered by the brine.  Let this sit for 30 minutes, to cure the eggs.


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Have a second stainless steel or glass bowl ready with a strainer or small colander.  After 30 minutes, remove the skein from the brine, reserving the brine for later.  Add the sack to the bowl and rinse off the brine under warm water (5).  Next, the membrane needs to be removed (6).  Using your fingers, pick the membrane and pull away from you, making sure the skein is under the bowl and strainer.  Inside the sack are smaller membranes holding (7) the eggs together.  These also must be removed.  Once all the membranes have been removed from the eggs (8), the eggs must be rinsed several times (9), to remove any other membranes that might be on each egg.  A Skimmer or other sieve will make this process faster (10).
After you have removed all the membranes and rinsed the eggs well, drip the roe into the reserved salt brine again.  The color of the eggs will turn from cloudy  (11) to clear (12).  Strain the eggs out of the brine and add to a clean glass jar (13).  This caviar should last for 7-14 days if refrigerated at 34 degrees or below.  Do not freeze the caviar.
This recipe is a basic brine, with not a lot of flavor, other than the flavor of the salmon eggs.  If you would like to add some complexity, try the Tripel Cured Salmon Caviar recipe.  Caviar will last about 2 weeks.