Miguel, EA4EOZ, posted this great DIY tutorial on building your own balun:
A balun is a MUST for dipoles or similar antennas when they are feed with coaxial cables. Many hams connect the center conductor of the coaxial cable to one side of the dipole, and the shield to the other. Wrong!
From the RF point of view, the shield can be modeled as two conductors, the internal shield (the real shield, this is, ground) and the external shield, who is really far to be ground. In this way, your dipole has 3 arms, the two from the dipole and the coaxial cable shield (external face).
See the full post on EA4EOZ blog.