I always assumed that he went into a high orbit and grabbed a space rock, then worked it into a star shape. One of the recurring meteor showers every year is in November; maybe he grabbed a piece before it burned up.

"It is a remarkable dichotomy. In many ways, Clark is the most human of us all. Then...he shoots fire from the skies, and it is difficult not to think of him as a god. And how fortunate we all are that it does not occur to him." -Batman (in Superman/Batman #3 by Jeph Loeb)