I found a couple of rugs like this one on Etsy. They are out my price range but at some point I will have one.
A friend of mine has a small flock of sheep, and she said that I can come out when she shears them. I have done some reading on how these are made and it sounds like a process of cleaning the wool, soaking in warm water, and then stretching while it dries. How hard can it be?