The easiest way to explain it is to watch Gavin Hoey's video on it:
I just used a plant tray for that one and I've got some that I've yet to go through using a glass baking dish. You can use anything really I've seen plenty photos of people using wine glasses or mugs, did try a wine glass myself but couldn't get it to work quite as well. For the drop that one was taken with a plastic bag with a hole in it but I've also been trying a water bottle with a football pump needle in the cap, it works but I'm having a couple of issues with it mostly that there's no air going into the bottle so it just stops dripping after a few seconds.
I've just been shooting a burst you'd struggle to get the drip in shot if you just tried to do a single shot my D7000 can do about 9 shots before the buffer fills up. Does mean you end up with rather a lot of photos however, from trying it over 3 nights I've got 1500 photos probably half of which having nothing in them so I'll be getting rid of those ones just to free up hard drive space.