Although some noted music schools such as Juilliard discourage the use of shoulder rests, most violinist prefer to have some sort of support for their instrument. You can purchase a violin shoulder rest at nearly any music store, but there are also plenty of ways to make your own. The homemade ones are sometimes even more comfortable than the commercial ones, and have been used by Isaac Stern and other famous performers.
Cut a piece of thick felt that's about 8 by 8 inches.
Fold it in half and lay it across the back of your violin.
Hook a rubber band from the button to the bottom left corner (as shown in the picture). This is the best shoulder rest for someone who needs to control slippage but does not want a thick support.
Make a thicker support by finding a standard size sponge and attaching it in a similar manner.
Purchase foam padding at a craft store if you need a thicker pad. This can be cut to size.
Fold a small terry-cloth towel over the back, button and chin rest of the violin. Hold the towel in place with your chin as you play; no rubber band is needed. This is the method that famous violinist Isaac Stern used.