Ooooh you guys are awful - but I like you!!
Bob, the answer is that most of us know how it works and probably have one or two examples in our stash of magic (well, I have anyway!) but we can't tell you how it works as the secret isn't ours to share. Check out the various on-line stores for bargain buys of Pen Thru'/ Sharpie Thru' or similar titles and also your local cheapo shops as there are many basic magic sets for children which now include this effect - WOW Street Magic sets, sold at The Works earlier this year, are one of them and set number 6 has a Wand Thru' illusion - £2.99 or two sets for a fiver! Generally speaking, the same method is employed regardless of how expensive the props are.