Self-assembly or spontaneous assembly is a process in which materials build themselves without assistance (Goodsell 2000). Presented here is a simple in-class exercise that underlines the basic principles of self-assembly and helps students understand how the scale of molecules and atoms is different than the human-scale world (Campbell, Freidinger, and Querns 2001). Principally, the activity illustrates that nanoscale objects are always moving around (thermal motion) and that they tend to stick to each other (intermolecular bonds). The exercise is also a design project, in which students use their imagination in concert with the basic rules of self-assembly (multiple weak bonds and lock-and-key) to produce complex self-assembled models.