Determine the dimensions of your shelf and choose your wood accordingly. Popular Mechanics recommends birch veneer plywood that is 3/4 inch thick. You need four pieces of wood to make the frame, and one piece of wood to make the interior shelf -- horizontal bookcases typically only have one. Your interior shelf piece should be 3/4-inch longer than the planks comprising the top and bottom pieces of the frame -- this is so it can fit into the grooves, or dadoes, that you carve in the left and right side pieces of the frame.
Measure the halfway point on the left and right pieces of the frame and mark a level line there. Use a router along the line to cut a groove in the wood 3/8 inch deep. This is half of the size difference between the interior shelf and the top and bottom frame pieces -- since you cut a groove in each side piece, the interior shelf will slide right into place later and stay put.
Line up the four pieces of your frame. The ends of the top and bottom pieces will attach to the insides of the left and right pieces; apply wood glue to the ends of the top and bottom pieces and press them in place. While a partner holds the wood steady, drill through the side pieces and into the top and bottom pieces with wood screws to attach the four pieces .
Slide your interior shelf into place -- it should slide into the grooves you cut out with your router. Screw through the left and right sides of the frame and into the shelf ends to hold it in place.
Measure the vertical gap between the bottom of the frame and the interior shelf, as well as the gap between the top of the frame and the interior shelf. Cut plywood planks to this size and slide them into place vertically. This provides dividers for the books and extra support for your interior shelf; they're especially needed for shelves longer than about 48 inches, to keep the shelf from sagging and to brace the overall structure. You should have a vertical plank every 12 to 18 inches in both the top and bottom shelves. Screw through the top and bottom of the frame into these vertical planks to hold them in place.