Inspired by loply's post about a shop Vacuum, I though I'd show you how I made this super cheap swarf collector (in about half and hour)
1, You start with a 20l oil drum and some spare hose bits of an old Dyson DC1
2, Remove the lid of the drum, by levering around the periphery
3, Saw the locking lip off of the lid (else you'll have to lever it off again!)
4, Drill a 35mm hole in the centre of the lid (I used a cheap spade bit for wood)
5, Slice off the tread from the pouring nozzle, to allow room for the Dyson hose.
6 Use a short length of 35mm PVC waste pipe as the vacuum cleaner connector. This is held in place in the lid by a couple of bits of larger pipe with ~35mm ID
7, To angle the input flow (to give a cyclone effect) I used a 45mm waste 'T' piece (a 90° would have been better, but the t is all I had)
8, The t is pushed in to the underside of the pouring nozzle (which is a perfect fit

) and the narrow top of the nozzle is folded inside the T (this will seal and hold the surplus Dyson DC1 hose)
9 I sawed the Dyson wand down to about 8" and flattened the end to fit down into the T slots of the mill
10, connect a normalhoover to the input and most of the swarf and dust will be collected in the drum and not the hoover (thus maintaining domestic bliss - for a while)