HHO is NOT H2O, and NOT just water... water for one, is not flammable.
To make HHO (OxyHydrogen) from water requires some real safety precautions, though.. do not attempt it without understnding buublers and other safety measures that are typically used.
Otherwise, the procedure is pretty simple... You mix distilled water with some form of electrolyte, like sodium peroxide, baking soda, or sulphiric acid... then add electricity.
I cannot, and will not, give the specifics of the amount of electrolyte or electricity... these will vary with several variables; surface area and distance between the plates being two of the most critical.
For real instructions, as well as to review all necessary safety precautions, check Google... there are a lot of people out there with less discretion than I am willing to use.
As for whoever said, "You just heat water"... try looking up this video...
http://www.youtube.com/watch?v=oUmlLqkUHd0&search=water%20fuel
Me