Step 1: Gather supplies
Egg crate - the kind you use as a mattress cover; a twin size will do. Mine cost $10.
Shower Curtain - get a sturdy vinyl one, not one of those flimsy shower liners (your dog will be able to scratch/bite through a flimsy one). They make so many different patterns and colors you can even pick one to match your decor. I got mine on clearance for $8
Duct Tape ($3)