Nice build, the authors basically take a soda bottle, bucket, 2 PC heat sinks, a wall wart, and lots of glue from a glue gun to make hydrogen. A few things I would change in this build is: tap or drill a hole for a bolt to attach the wall wart lines to the heat sink. Repeat for the attaching the heat sink the to bottle, maybe make something to attach a bottle to the bottle (glue 2 caps together and drill out the center?), and move the heat sinks closer, if you could get the fins to overlap without touching, that would work out better, I think.
http://www.instructables.com/id/Splitting-Hydrogen-and-Oxygen/