How can I make permanent magnets with Iron?
You can build a electro-magnetizer : Make a huge coil with thousands of turns of thick copper wire, and rig up a bunch of large capacitors (at least totalling 500000 microfarad) to charge from a battery (with some charge control ) and discharge instantaneously into the coil after placing the iron inside it.
Get a magnet and keep stroking it on the iron - not back and forth, but in one direction.
Another method is to hit the piece of iron sharply with a hammer - It is supposed to shake loose the magnetic domains, which align themselves to the Earths magnetic field - not sure how effective this is.