First, some basic vinyl sewing tips using your regular sewing machine with no special attachments:
Put a leather needle on your machine, thread a bobbin of the nylon thread, and set a stitch length to 3 or higher. Place the tissue paper between the vinyl and the feed dog so that the vinyl doesn't stick, and start sewing. Be careful not to sew on the same spot more than once or it will weaken and rip easily. When you're done, tear the tissue paper away and voila!
If you're using an old shower curtain, be sure to wash it very well first. We highly recommend some of the anti-mold cleaner Meg made on an episode of Decor it Yourself
Keeping these tips in mind, now it's poncho time!