Recipe from Chow.com
You can also use large (thumb sized), peeled pieces of ginger. This not only infuses the vodka with the ginger flavor, but preserves the fresh ginger for future use. It does take much longer to flavor the liquor, at least two weeks, so you need to plan ahead accordingly. The ginger itself can be used whenever, but if you use it all before the vodka is flavored then it's your loss.