Supplies:

10 gage wire: It will be called "Romex 10-2 G" in the stores most likely. It means 10 gage, 2 conductors with Ground [I bought a 25 foot lenght]
Dimmer switch: Preferably one with a distinct on/off so you can be sure your oven's off. If you can find one That lights up when it's turned on, that would be perfect. [I used a gray 20amp light switch]
Electrical box and cover: Preferably metal and wide enough for one light switch (get the deepest one you can find so you have some room to work). Some boxes have a metal piece that can tighten down on the wires coming in so the connections don't get pulled on. Get this kind if you can. Also buy a cover for it, which will probably be plastic. You want one that fits your dimmer switch.
"Wire nuts": They come in different sizes, so realize that you need two: one to join (4) 10 gage wires and one for (3) 10 gage wires. The box will list how many of each gage of wire you can join together with it. (#14, 2-5 #12, 2-3 #10, 2 or something like that). You may need to buy more than one kind, but probably not. You can usually buy small packages (10 or 20) of these instead of the big boxes for electricians.
Electricians tape.
3 Prong plug: With nothing attached to it if you can. Get one rated at 30 amps. If you can't find one, buy a heavy duty extention cord and cut the end off that you don't need. [I used a 3 prong heavy duty 15amp plug]

Construction:

here's what you do:

1. Cut off 3 pieces of wire, 2-3 feet long. Then remove the outer covering. Inside you'll find a black wire (HOT), a white wire (NEUTRAL), and either a green or a bare wire (GROUND).
   
2. Strip off the last 1/2 inch of insulation on the 3 black wires with either a knife (just cut all the way around and slide the insulation off, or with a wire cutter being careful to only cut the insulation, not the wire)
   
3. Connect BLACK wires to the A,C,E terminals from the diagram. Wrap the bare wire around the bolt clockwise, then tighten the nut down onto it. Then cover with electricians tape so no metal is exposed.
   
4. Connect WHITE wires to the B,D terminals the same way.
   
5. Mount the box to your oven with screws. Put it in a place that's convenient for your switch.
   
6. Connect the ground wire to something metal in the oven (not the coils).
   
7. Thread all the wires into your box through a side hole. Tighten the metal piece down on the wires, and trim off the excess wire, leaving 4 or so inches hanging out of the box.
   
8. Strip the ends of your wires.
   
9. Cut a 4 inch black wire, strip the ends, and make a bundle with the ends of your 4 black wires so the ends point in the same direction. Twist the ends together as best you can since they're thick. Twist the ends clockwise. Put a wire nut on the end and screw it on clockwise with your hand until it won't go any further. Make sure all wires are secure.
   
10. Do the same with your 2 white wires, but instead of using a short wire, connect the 2 to the white wire from your power cord.
    
11. Connect the short black wire to your dimmer switch using the screw terminals on the side.
    
12. Connect the black wire from your plug to one side of your dimmer switch.
    
13. Connect the ground wires from the oven and the power cord to the metal box.
    
14. Stuff everything into the box. Screw the switch to the box, and screw on the cover.

Here is a diagram that might help.