First buy a horseshoe ring with a diameter that fits your cock head comfortably. The pa is under some strain when you get hard anyway, you don't want to exacerbate that with a ring that's too small for you cock when it grows hard. The gauge should be whatever You are happy wearing. My advice is not to go below 2.4mm as the smaller the gauge can cut more easily (cheesewire effect). You might get away with 1.6mm though.
Make sure that one of the balls on the end of the ring is screw on, and as large as possible. Don't get an internally threaded ring, the external ones are easier to find and stronger.
Buy or borrow a dremel. Make sure you have a grinding wheel and some cut-off wheels. Also you need a good metal vice.
Now clamp the ring in the vice tight! Make sure one of the balls is attached tight and sticking out above the vice. Use some thin card to protect the ring from the vice. This is going in your cock you do not want microabrasions on the metal that either cut you or provide a home for bacteria. What I mean is put card either side of the ring before you clamp the vice.
Starting with the grinding wheel you want to flatten off the front and back of the ball. Note that they are not parallel but slightly angled in. Make sure you do both sides evenly so you have room to grind a slot later without reaching the screw in the middle of the ball. Also be careful of the relative angle the ring comes out of the ball. That decides how steep or shallow it enters your pa. Use the plastic rings as a template!!
Use water to keep the metal cool if you need to, and keep taking it from the vice and trying in the chastity tube until it is a nice fit. It should end up deep in the lock hole with none of the ball protruding from the hole.
Now it gets a bit harder. With it in the hole turn the lock hard until it leaves a tiny mark on the flat surface of the ball. Use some ink on it if that helps. You need to know where to cut the slot for the lock.
Get your cut off wheels. Depending on thickness you may need 2-3 of them to match the thickness of the locking slot in the plastic ring. Put these on the dremel and you now have a thick wheel that can be used to grind a slot in the flat surface of the ball. Start slow, get the position right! Wear eye protection! Regularly trying the ring in the tube to make sure the slot is correrly placed, and that you don't go deeper than needed. Too deep and you will cut off the threads inside the ball. Eventually you will have a ball with two flat sides, a horizontal slot, it fits nice and snug in the tube and locks in place.
Finally smooth off any sharp edges.
During this process I found that the ball often unscrewed as I ground it. Tighten it up when you need. Once it's a bit flat you can put it against the flat top of the vice to stop further spinning. At the end tighten the ball until the slot is in the right direction to fit the pa-5000 with the ring protruding forwards. Again use the plastic ring as a template.
Last step. Cut off the other end of the horseshoe to a length you prefer. Round off the sharp edge well, this is going to go through your pa regularly it needs to be round, not square and definitely not sharp!! Maybe use a nail file to further smooth the metal until you can't feel any roughness.
Now wash it well and put it on. Hand over the key and be afraid. This baby can't easily be snapped off!