First learn the fundamentals of fiberglass or woven fabric layups. Especially get to understand work times and temperatures for epoxy. You can buy woven sleeves now so you don't need to learn how to wrap and overlap fabric without twisting all goofy.
Check out: http://www.solarcomposites.com/MakingShafts.html
They also used to sell the cores that you can custom shape but I couldn't find in on their site.
Sweet!!! Thanks!!! I work in the bike industry- and I have a friend who has messed around with some carbon and fiberglass layups (he's into boating). Gonna have him teach me the basics, then I will have to get some of these sleeves and molds and take a shot at it! I appreciate the feedback!