Warning: Sulfur fumes are toxic. Do not inhale them.
You will need:
Sodium hydroxide solution
First, burn the sulfur and create sodium sulfite as is shown here (http://lanthanumkchemistry.over-blog.com/article-production-of-sulfites-from-sulfur-78120865.html). Make sure the end pH is 9. Then boil sulfur powder with the sulfite solution and recrystallize. You will have formed sodium thiosulfate.