If you do a search on "pizza stone", you'll pull up several threads. The general gist is make sure you let the stone heat up with the grill. If you throw a cold stone on a hot grill, it will crack. Some folks use unglazed tiles or kiln bricks as well. I haven't tried it yet, but I have a stone in my cupboard just waiting for me to get around to it.
Rob - TX Sandman