Started with a simple shape and increased the number of polygons.
step 2 of 4
Used a Glass material, I show this in a render version because when I first thought of doing this it made me think of a diamond and I was going to enter it into the jewels contest before the rules were tightened.
step 3 of 4
I applied a matrix extrude to the item.
step 4 of 4
Playing around with the extrude settings until I got a feel I was really happy with. After this I put hyper nurbs onto it and did some work on lighting.