Using a stainless steel steamer

1. Wash the sticky rice. Wash and rinse the sticky rice in a large bowl with cold water. Use your fingers to swoosh around the rice grains in the water. Drain the water and repeat the process 3-5 times until the water is mostly clear and not cloudy white. We do this to rinse off the rice's starch and help give the rice a soft and chewy texture once cooked. Use a strainer or splatter guard to catch the rice grains when pouring if you don't want to lose rice grains. 
2. Soak the rice in cold water for a minimum of 5 hours at room temperature for up to overnight for best results. No longer than 24 hours, the rice will get too soft, the grains will start breaking, and you'll get mushy rice. 
3. Steam the rice. Fill the bottom of the steamer pot with enough water to steam rice for up to 20-25 minutes without the water drying out. You'll need anywhere from4-6 cups of water, depending on the size of your pot. The water level should be low enough not to let the bottom of the bamboo basket touch it. Allow 1-2 inches of space between the water and the pot. 
4. Wash, drain, and rinse the soaked rice last time to remove any excess starch before steaming. Then line the steamer with cheesecloth, and place the rinsed rice over the cloth. 
5. Wrap the cheesecloth around the rice, cover it, and we'll start steaming! Turn the stovetop to high heat and steam the rice for 15-20 minutes. 
6.  Check your rice 10-15 minutes into the steaming. (It's helpful to set the timer.) If the rice looks translucent and shiny, carefully take a small piece of cooked rice with a long fork or wooden spoon to see how it tastes. The steam is hot with boiling water, be careful.
7. The rice should be cooked on the el dente side but not crunchy. If you love it as it is, it's done! If not, cook for another 5-10 minutes. Carefully open the cheesecloth, then use a wooden spatula to stir the rice around to get it cooked evenly. Cover it back with the lid and return to cooking for a few more minutes until done. 
8. Turn the heat off, and remove the steamer from the stove. Fluff the rice again, and leave the cheesecloth open. Let it cool for a few minutes. Sprinkle a little salt on the rice if you prefer some. Discard the excess water in the pot.  

Using a Durch oven or stock pot

For this next method, you'll need a Dutch oven, a medium-sized stock pot, a strainer or colander, or a stainless steel steamer for this method. And also, use the cheesecloth for easy cleanup.

1. Prepare the rice using the same way from steps 1-3 above. 

4. Line the bottom of the Dutch oven or stock pot with a colander or a stainless steamer with water in the bottom of the Dutch oven. See the image below.

5. Place the cheesecloth over the colander, and add the sticky rice inside the cloth. Make sure the strainer or colander doesn't touch the water in the bottom of the pot. 

6-8. Cover the pot with a lid and steam the rice following the same instructions from steps 5-8 above.

That's it! You basically make your own steamer using a few kitchen tools you already have!