Alright, so you'll need to make the skirt lining. I got lucky and used the bottom of the lining of my sister's old wedding dress. I've been using that dress for so many things, so I'm really glad I have it. You can see where I made other things with her wedding dress here.) I cut the skirt off from the top of the dress, then cut to where I got the length I wanted.
I'm sorry I don't have instructions to make a lining, but here is a Youtube video to do exactly that:
DIY Skirt with Elastic Waistband
Make sure, if you follow the directions to the Youtube video, that you make your skirt WAY too big for you and you don't attach the elastic (just yet). Mine was probably the size of my waist plus 12" or so. You could also use a simple skirt pattern.