A report proposes the development of a system to collect volatile elements and compounds from Lunar soil for use in supporting habitation and processing into rocket fuel. Prior exploratory missions revealed that H2, He, and N2 are present in Lunar soil and there are some indications that water ice may also be present. The proposed system would include a shroud that would be placed on the Lunar surface. Inside the shroud would be a radio antenna aimed downward. The antenna would be excited at a suitably high power and at a frequency chosen to optimize the depth of penetration of radio waves into the soil. The radio waves would heat the soil, thereby releasing volatiles bound to soil particles. The escaping volatiles would be retained by the shroud and collected by condensation in a radiatively cooled vessel connected to the shroud. It has been estimated that through radio-frequency heating at a power of 10 kW for one day, it should be possible to increase the temperature of a soil volume of about 1 cubic m by about 200 C -- an amount that should suffice for harvesting a significant quantity of volatile material.