A support structure implant for location within a bone cavity to support the bone which defines the cavity is formed from wires by braiding in a machine direction from a first end of the structure towards an opposite second end. The wires are formed into loops at the first end of the structure so that two lengths of wire extend away from each loop and a reformed into the braid. Each of the wires which is formed into the braid is held at the second end of the structure in a clamp. The clamp is provided by a support ring and a clamp ring which is formed from a shape memory alloy which can shrink to clamp the wires against the support ring when heated.