Click on source link above for directions.
We did this! It is actually very comfortable. I used a thick zippered futon cover purchased on ebay and stuffed it with clean straw. Over top, and underneath the bed sheet, is a homemade bed topper(old quilts sewn together) for extra comfort. It's a heck of a money saver and the straw smells wonderful. I mixed a small amount of boric acid powder into the straw to sanitize and bug proof it.
I've had my straw bed since August. I think the straw should be changed out every so often. I'll probably wait to see how long it lasts before replacing it. I will definitely replace mine when new straw comes back to the garden centers.
The first few weeks the straw did shift around, but shaking and flipping it over every few days solved this problem. Now it stays in place and is great if you like a firmer mattress. It helps my back quite a bit. Ours is on a homemade platform bed which is long pine lumber over three attached large beams...very Modern Rustic/Oriental. The lumber is open spaced, rather than fitted tightly together, for air circulation. We got the supplies at a big box store, so the whole bed was very inexpensive!
Our platform bed looks a bit like this:
