This is mainly down to personal preference.

The snow ball you make is affected by the type of snow you've got to hand and what glove-wear if any you are using.

Fresh snow makes the best snow balls in my opinion. 2 day old snow can be ok - this depends on how much the snow has been frozen during the night before. Melting isn't very good either - this is sometimes called "wet snow".

Gather the snow together in your hands. Then compress the snow in your hands while turning the snow to create an even shaped ball. Compress it as evenly as possible to avoid the ball of snow breaking apart in your hands.

Making snow balls with your bare hands is often the best method but you will get cold hands of course. Making snow balls with fluffy gloves on is a bad idea as the snow will cling to them. Moulding your snow balls with smooth leather gloves is good and your hands stay warm - but throwing accuracy won't be great because of the smooth surface of the gloves.

Happy snowballing!

 "All right" really means "all are correct".
If you are talking about if I (e.g.) "feel alright", then this spelling would be correct.

 Thanks so much Zadadka! it's really helpful for me!