Dig out a 40-inch diameter hole, around 10 to 12 inches deep. Fill the hole half with gravel, then put sand on top.
Check the level of the sand on top, then tamp the sand and gravel together with a hand tamp to create a solid base for the fire pit.
Lay out 15 4-by-8-by-8-inch cinder blocks in a circle on top of the base. The circle will be roughly 35 inches in diameter. The edge of the cinder blocks that is toward the center of the circle should be touching, while the edge of the cinder blocks on the outside of the circle will have a gap in between them.
Lay a second row of 15 cinder blocks on top of the first, with the joint position staggered. Lay a third row of 15 cinder blocks on top of the second, again staggering the joints.
Lay a half row of cinder blocks on one side of the walls using eight cinder blocks. This half row will act kind of like a chimney, and encourage the smoke toward that side of the fire pit.