You can also just use a kleenex box for a hay rack, changing it when it gets dirty. Free hayrack! The pigs love it, I just tried it yesterday! Be sure to take out any plastic if you use the pull-out kind. They can also chew on the box, and you won't need to worry about them getting stuck or anything! =)
My hayrack is here (the cube one):
http://www.cavycages.com/photos/showphoto.php?photo=825&password=&sort=1&cat=500&p age=3
Good luck!