how to create volumetric light ?

hey all,
how can i create the volumetric light effect that occurs when a dark room is lit up by an external light source…(like light coming from windows)…
see the image…
http://www.c4dcafe.com/ipb/index.php?app=downloads&module=display&section=screenshot&id=148&record=1857

i have already read these articles ,but i’m still not able to get the effect i want…when i use the method given in these links ,light tend to spread out and go where it is not supposed to be…
i want a more concentrated effect as in the image i attached…
thank you anyways.