Self-assembly or spontaneous assembly is a process in which materials build themselves without assistance. This process plays a central role in the construction of biological structures and materials such as cells, viruses, and bone, and also in abiotic processes like phase transitions and crystal formation. The principles of self-assembly help describe how specific binding events occur in nature: How a virus binds to a cell, how an enzyme catalyzes a biochemical reaction, or how a drug finds its target. These principles also point toward a new era of advanced materials that build themselves, as well as new drug delivery and biomedical diagnostic technologies. In this article, the authors present 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. 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. Magnets (e.g., ceramic permanent magnets from Edmund Scientifics or craft stores) or Velcro can be used to model the "sticky" intermolecular bonds. Legos, cardboard, or other building materials can be used as the body of the model. (Contains 3 figures.)