These are called an "Anti-Ouch Pouch" - Sew News April/May 2008 had directions. The pattern and detailed instructions are in the Nancy's Notions section "gift of kindness" or a similar name...go all the way down to the bottom of the page and "Anti'Ouch Pouch" is listed...gives instructions with pictures...they refer to them as hanging pillows. If you can't find it, send me a pm.
Good luck with your project,,,I try to keep one or two on hand. Comes in two sizes.