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)
Step 2: Cut the egg crate
The easiest way to do it is to lay it on top of the crate and cut the edges so you don't have to measure.
Step 3: Trim the shower curtain
Place the egg crate peices on top of one another with the bumpy side down. If there's a specific part of the shower curtains design that you want shown, place the egg crate on top of that.
Then wrap the curtain around the egg crate and trim off the excess shower curtain, making sure to leave a little on each side for overlap. Also make sure that you trim off the area with the metal rings.