Step 1: Gather materials, preferably scrap.
If you don't happen to have access to a giant pile of scrap or if you want to go out and buy new materials, you can follow this Instructable but make a much nicer looking final product.
2 sheets of 2" foam, 54" by 30", or whatever suits your purpose.
4 pieces of 1/4" or 1/8" ply scrap (owsyp)
About 16' of 1.5" by 0.5" strips of board
Drill with driver bit
(wood glue for the corner supports if you're not lazy like I was)