If you look on fleabay, you can find an apparatus that might help. I've seen 'em once or twice, usually used (tho cleaned well, according to the sellers.....take that for what it's worth!!

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Basically what it is is a strap contraption that goes around and over the top of the head, then has a strap hanging down, that you attach weight to. It pretty much hangs a weight off the front of your head, then you tip your head forward, bring it back, forward, back, etc, etc, until you have a bull's neck.
Like others here, I strongly advise you to take care in exercising your neck. It's really easy to get stupid and start overdoing it, which can lead to damage to the disks cushioning the vertabrae in your neck. Believe me, that is NOT fun!!
An exercise you could try would be to lie down on the floor, and put your hands behind your head (like you would for a sit-up), holding a 5 pound weight there. Then tip your head forward (lifting the back of your head off the floor). The real trick is to use your hands to hold the weight to the back of your head, without using your arms to lift the weight, instead using your neck muscles. That might help. Working your shoulders definitely helps build the neck muscles as well, or at least makes your neck look thicker.
The only other exercise you might consider is go watch a LOT of tennis. You know..... back, forth, back, forth, back forth......
