How do i build a sump for my aquarium?

could i just fill a smaller tank with live rock and sand and have power heads pump water from one tank to the other and then back into the main tank. is that all it is or is their more to it?? its not super important i just have a 10 gallon but i have a 2.5 sittin around and thought it would be cool to make a mini sump or something and perhaps it would help out my tank. thanks