I will take Angie's advice and buy the ready made marzipan but for those of you who feel adventurous you may want to try the following recipes I found on the internet. I have never done it myself, if you do and it works please share your success stories.
The following recipe was taken from http://www.marzipancakes.com/recipes.htm
Commercial marzipan is more frequently used for modelling as it is less coarse and less sticky than home made marzipan, therefore easier to work with. Here are some marzipan recipes for all those who want to try and make their own marzipan at home.
Marzipan recipe 1: Uncooked home made marzipan
(this marzipan recipe is good for preparing modelling marzipan)
500g (16 oz) sifted icing sugar (confectioner's sugar)
450g ( 1lb) ground almonds
2 egg whites
1/2 tsp vanilla flavoring marzipan book
1 tsp lemon juice
Sift the icing sugar in a bowl with the ground almonds. Add the remaining ingredients and mix to make a stiff paste. Knead until smooth. (As a substitute to raw eggs it is possible to use a little water mixed with brandy to bind the paste).
Marzipan recipe 2: Cooked home made marzipan
(this marzipan recipe is good for preparing modelling marzipan but it will turn out slightly stickier than the uncooked marzipan)
225g (8oz) granulated sugar
180g (6oz) ground almonds
40g (11/2 oz) icing sugar (confectioners sugar)
pinch of cream of tartar
1 egg white, lightly whisked
5 tbsp water
1\\2 tsp vanilla extract
Put the sugar and the water in a heavy based saucepan and cook on a low heat until the sugar has dissolved. Add cream of tarter and bring to the boil until the sugar reaches 116oC (240oF)- soft ball stage. Remove from the heat and mix the mixture until it turns cloudy, then add ground almonds and vanilla extract. Add to the pan the egg white and return to a low heat and stir for a couple of minutes.
Place the icing sugar on to a marble surface and pour over the mixture. Work in the icing sugar with a palate knife. Cover the mixture with plastic wrap until cooled. Once cooled knead the mixture until smooth.