A few years ago a friend bought me a set of three Lego bricks with magnets in them from when she went to Legoland. You can buy a different set online at the Lego store. I received a set of Magz as a gift and I noticed that the small magnets in the bar component of the toy looked like the right size to fit in the cylinder in the bottom of Lego bricks.
The supplies list is pretty simple: A basic set of Magz or rare earth neodymium magnets (5 mm diameter x 3 or 6 mm long); diagonal pliers or a pocket knife and superglue. Don't forget that you will also need some Legos.
When you are done following the instructions you will have some adorable LEGO magnets for your fridge. Just be sure to keep any small lego magnets away from small children. There have been incidents of little kids having serious intestinal troubles after swallowing small magnetic toys.