Thanks everybody for all the great responses!
In the end, I think i'll have a go at Roy Chow's suggestion and twist two wires together.
I don't really know what guage the chain would be in real life, but i'm guessing quite small, like you'd use to secure a fence or something, rather than something that could tow a tank.
Also, I like the idea of having 'created' it myself, rather than buying off the shelf.
DoogsATX - great site, whilst i won't use them this time, I'll have to review their T&C's and see if they can ship to Australia (and what their minimum purchase is to do so). I might just buy a bulk of different chains for use in the future. Also, thanks for posting those pics, really appreciate it.
Wing_Nut - thanks heaps for going to all the trouble to show those examples! Really beyond the call of duty
Terry - i think that's what i'm after. I'll get twisting.
Cheers everyone!
Chris.