Answer:
Buy some junket tablets (they are available at the Vermont Country Store, among other suppliers), and follow the directions in the pack! Other forms of rennet may be used--try looking for "cheesemaking supplies."
Seriously, it's very easy. The keys to successful junket making are: (a) always make sure that your milk is whole milk, and not ultra-pasteurized (aka UHT or long-life milk), and (b) never allow the milk to get too hot when heating it, as it will destroy the enzymes in the rennet and your junket will then not set.