A broom handle would HURT...try something with a little flex to it...
This is similar to the football drill...the idea being that it you are keeping your throwing forearm in a fully supinated position leading up to the whip that you won't hit your thigh with the stick that is poking out...
EDITED to ADD: That's my football drill video that Ken posted...the dowel sticking out of the ball is equal to the points of the football
start palm up @ 9 o'clock - the points the straw\stick\plastic dowel should point to the 3rd base line and where the 2nd baseman would stan (if RH pitcher)...
If you throw using I\R the stick will not hit your leg because you will be leading with your pinky.
The ball should fly with the points of the stick flying inline with the target NOT perpendicular to it You DON'T want to see "pigtails"
Chris, I think the "straw ball" is a great idea. I think a dowel rod is a little too dangerous--if you have a kid throwing 60MPH, that a dowel rod might do some serious damage.
Stuff that lets the kid get immediate tactile feedback is fantastic...the kid doesn't have to have someone else tell her if it is right or wrong. It makes learning much, much faster.
I wonder...is there an optimum length for the straw?