Instant hand warmers are great--just shake 'em up, and you've got spontaneous warmth to thaw your hands during the cold winter months. But they're awfully expensive, and not because they're complicated to manufacture. In fact, you can make them yourself in a few very easy steps.
1. Fill a large ziplock bag one quarter of the way full with calcium chloride ice-melt pellets (available at most hardware stores).

2. Fill a smaller ziplock bag halfway with water, close tight, and place inside the first bag.

3. Squeeze the smaller bag until it breaks open, to create a heat-producing reaction between 20 minutes and an hour.
Originally posted by Justin DiPlacido on Instructables.

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As a concerned scientist I would suggest searching google for the MSDS for Calcium Chloride, It can be quite nasty if handled improperly. Be sure to avoid eye contact or direct skin exposure, this may cause a mild to severe skin irritation. Calcium chloride and water react exothermically, so if your hands are wet the reaction will take place on the wet area. Wear gloves and avoid the vapors. Safety First, then teamwork
@PlanetGreen
thanks for the warning
as a person i'd like to note that this stuff hasn't killed me yet. my grade school used to use this stuff on the playground so we would be around it constantly, i have a not so fond memory of seeing what would happen if i shoved one of these pellets up my nose. to say it hurt was an understatement but i don't think it could have been life threatening unless you diligently use more than what you actually need.
we need balance, safety is a good thing but too much makes you paranoid, and while some things require the full fume hood and scrubber not everything does.
to mars or bust!
from Sioux Falls, South Dakota
I realize calcium chloride can be dangerous but if you look at half of the MSDS' out there for normal, everyday things you'd be terrified to leave the house. Look at the one for sodium chloride and you'd think you should wear a facemask before you salt your steak. I understand the need for MSDS sheets, especially when handling these items in large amounts but I wouldn't worry too much about the little bit being used for this hand warmer.
It may be that one product is more hazardous than the other.
Seem the flake stuff has a pretty tame msds while the anhydrous version has a bit more precautions.