You can buy ones for pretty cheap at Sports Authority or Dick's Sports or whatever your local sporting goods store might be. Basically you get two steel cup thingies that you screw into your doorframe, then the bar is expandable so you put it between the two cup thingies and and twist it till it expands. Then you're good to go.
Otherwise, if you wanna DIY, and I think this might end up being cheaper, go to Home Depot, get a piece of 2" galvanized black (gas pipe) slightly narrower than your doorway, with threading on each end. Also get two matching flanges which will fit the pipe, and have four holes for you to screw it into the doorframe. Get some big galvanized steel screws and stick that sucker into your doorframe. Start doing pull-ups. Get Big.