You're going to need some stones (whatever size your heart desires).
If you're making your own doilies you need some cotton thread, a crochet hook, and a large eye needle. If you're using ones that you bought somewhere then you just need some needle and thread.
Leave a long tail when you fasten off your doily so that you can use it to sew it onto the rock.
Simply place the stone in the center of the doily.
With your long tail threaded onto the needle sew across the stone first.
Then one of the sides.
Followed by the opposite side. Sew the remained corners so that everything is pulled towards the middle.
After you fasten everything off your stone should look a little something like this cutie.
Finish a few more and you've got a whole crop of these to decorate with!