Not an easy thing to do. I remember visiting the Ackermann winery some years ago where they explained the traditional (Champagne) method. When the wine has fermented, brandy and sugar is added and it is bottled slightly cloudy, with large crown corks on the bottles. A secondary fermentation takes place then the bottles stored in racks, partially inverted and turned daily to encourage the yeast to settle in neck of the bottle. The neck of the bottle is then frozen, so that a solid plug containing the yeast pops out when the cap is removed and the bottles resealed with corks and wire cages.
I'm sure there's an easier way of emulating this at home though.