A water bath, or a bain-marie, is a dish of water used to bake recipes requiring gentle, even heat. It insulates the dish so that it doesn't overcook. All you need is a roasting pan large enough to accommodate the custard dish. The walls of the pan should not touch. To make a water bath, boil a kettle of water. Place the baking dish with rice pudding into a larger 9" x 13" baking pan. Pour boiling water into the larger pan until it reaches halfway up the sides of the rice pudding dish.