Researchers faced these problems:

fissionable material must be concentrated enough to become critical
sub-critical portions must be transported and then combined
critical mass must be held together long enough

Only 0.72% of naturally occurring uranium is U-235 so samples must be enriched. Enrichment can be achieved by reacting uranium with fluorine:

U + 2 F₂ Ž UF₄

UF₄ + ClF₃ Ž UF₆ + ClF

The UF₆ is gaseous and consists of 2 different isotopes.
The U-238 version is slightly heavier. The gas mixture is diffused or centrifuged and recycled until the U-235 compound is significantly "ahead". It is then withdrawn and reduced to metallic uranium.

Source: http://upload.wikimedia.org/wikipedia/commons/7/75/Gun-type_Nuclear_weapon.png