the doll I have is from "eluts.com"... and the dolls are made of a special sort of "polyurethane resin" that's made to look like porcelain... some of the doll sites sell it but I can't remember which ones at the moment...
I've never actually gotten any of the resin to alter my doll though I will with my larger one when I finally save enough money to buy it

though a lot of doll owners use Apoxie clay instead of resin to manipulate their dolls...
and this is another material you could use
http://cgi.ebay.com/AMAZING-SCULPT-W...item3a57d1c36d
this site explains a bit more about them
http://en.wikipedia.org/wiki/Ball-jointed_doll
though I'm making my doll out of "friendly plastic" which is an easy to use low heat plastic that cools hard...
also other people make dolls out of fimo puppen or normal polymer clay...
this person on deviantart makes them quite well though first it seems that she makes them of cernit clay and then she uses that to make a mold to pour the resin into...
http://amandakathryn.deviantart.com/gallery/#BJD