Here's everything you'll need to make wool felt.
From the left hand corner heading clockwise: screen material (sold at a hardware store), plastic tub, soap, scoured wool, carded wool, hand cards.
Lay the screen material out on a flat surface.
Card the wool evenly and peel it off the cards in batts.
Place the batts on half the screening material, overlapping the edges by 1/2" or so.
Make another layer by placing the batts perpendicular to the batts in the first layer.
Make sure each layer is of a uniform thickness. If you have a thin spot, add a bit of wool on top to even it out.
Add another layer, again perpendicular to the previous layer.
Keep adding layers in this fashion until the desired thickness is achieved.
You need at least two layers but I usually start with a minimum of three. The more layers, the thicker the felt.
Cover the wool with the other side of the screen material and wet with hot water.
Add soap and with your hand, gently massage the screen in a circular motion.
Flip the screen and do the same on the other side.
Peel back one side of the screen and gently rub the wool back and forth and side to side.
Replace the screen, flip the piece, and do the same to the other side.
Add more hot soapy water as needed.
Once the wool fuses together, you can massage it more aggressively.
You will feel the felt thicken. Make sure you rub it all over as any neglected spots will be thin.
When the felt is as thick as you want it to be, or it wont get any thicker, you can stop.