http://www.youtube.com/watch?v=3eoDfh_ZXrg

We did it on dirt, but did use 1" sand, concrete pavers touching, no mortar. (Not the proper way to do it.)
http://forums2.gardenweb.com/forums/load/design/msg0515001422114.html

A proper way to do it:
http://www.ehow.com/how_7980660_making-patio-concrete-blocks.html
On This Old House show, they use about 6 inches of special crushed "gravel."

= Brian