Attach your ball to a stick using a string. The ball will represent the moon; the person holding the ball will be the Earth. It will be from the Earth's perspective that you will see the phases of the moon change.
Shine a light on the moon (the ball). This light represents the sun. You can use a strong flashlight or a lamp (just take the lampshade off to make it brighter).
Turn off the lights, and - keeping the light shining on your moon - have the person holding the ball slowly start to rotate. You will see the ball begin to light up more.
As you continue to rotate, you'll see the moon get larger and larger (this is called "waxing"), increasing to a Quarter Moon and then a Full Moon.
Then the moon will shrink as you rotate back around to the light (sun), until you are facing directly into the sun and the moon is completely dark. This is called a New Moon.