To make an oil infusion you need approx 500g of your oil and up to 8oz of the herb you've chosen. A double boiler/bain marie pot makes life so much easier, but if you don't have one you can use a normal saucepan with an upturned tin in the bottom - or something solid that won't be affected by boiling water.
Measure your ingredients and place in bain marie over continuously simmering water. Make sure the bain marie or bowl doesn't touch the bottom of the pan (which is where the tin comes in) and that the water doesn't bowl dry. Allow the infusion to cook for approx 1 hour, making sure the herb doesn't cook - deep fried infused herb tends to leave crispy bits. When infused you can start again with the same oil and a new batch of herbs to make a stronger batch. Basically, the longer and more often you can keep the process going the stronger the infusion.
When you're happy filter the oil through ever decreasing filters. I tend to do the last pour through a coffee filter to make sure no bits are left, but it takes a long time to filter through – patience and a good book is needed, as you'll have to keep topping the filter up.
Alternatively you can pour the oil with the herb into a glass jar and leave it on the windowsill. It works best if you can leave it in the sun, but, if that's not possible then a warmish room will do. This kind of infusion takes between 24 – 48 hours, but some people will leave the infusion for weeks.
When picking herbs for soap making I like lavender (soothing), peppermint (aching muscles), calendula (skin rashes and inflammation), annato (colour), nettle (astringent), rosemary (scalp itching). You can use fresh herbs from the garden, but for longevity of the final infused oil it is best to use fully dried herbs to make sure that no moisture remains mixed with the oil.