Russ is right on the money with his. I didn't have the time or the expertise to build mine but it would be like he said.
This what I bought. http://www.hhfab.com/specs_lgsqbalespear.asp

I have broken some tines on it from being stupid and running them in the frozen ground in the dark. The one that I have bent I just heated up and bent them back into shape.

I also have some of these buckets http://www.virnigmfg.com/products.html?page=shop.product_details&flypage=flypage.tpl&product_id=61&category_id=7

It's nice having the four spears in a row to pickup two round bales at a time.