The frame is simply made of PVC irrigation pipe for just over US$20. Then a white linen, fitted bed sheet surrounds the frame.
Inside, is a roll of whatever media you want to use - rolled onto a cardboard core, suspended from the top inside of the frame. (The frame is not glued, and can be broken down for when my wife says, "clean up the guest room, we have guests"!)
I'm very happy with this ad-hoc creation, especially for the price.