This hay rack is really a "shelf" turned on its side. You can find these at Walmart for a few dollars. They hold a ton of hay, and my girls like to lay underneath it, as well. Queen is demonstrating.
I also came up with this one day...just looked around the room to see what I could find to hold hay and viola! It works great but they like to chew the plastic off. The great thing is it does hold a lot and removes easy for cleaning