It's _amazingly_ easy to do, as I found out this afternoon. Just cut out a chunk of stryrofoam; glue some of the extra bits from your boxed set to it (such as the Chaos superstructures you'll have spares of, or Imperial Launch Bays, or Chaos Gun Decks...) and shishkebab the thing onto a 'small flying base' (I think they sell these separately in blister packs.) Paint it brown or grey, drybrush with light brown or light grey, paint the "built" parts silver and wash 'em with black, and you've got yourself a space station.
Commodore Otto