You almost have it! Leave the opening on one of the side seams of the lining...
1. Sew the outside tube together at both sides.
2. Sew the lining tube on one side; then go down about 3 inches at the top, leave a gap, sew down to the bottom.
You now have two tubes, one with a gap at the side.
3. Pin the raw edge of the ruffle to the outside tube "upside down"; baste
4. Pin the raw edge of the straps to the outside tube, once on the front of the tube and once at the back of the tube. baste
5. Turn the lining tube inside out and slip over the outside tube so that the right sides are together...make sure the straps are inside and the ruffle is inside.
6. Sew the top and bottom of the tube all around.
7. Push the outside through the gap you made in the lining tube...hand stitch or machine stitch the little opening shut. I am not a fan of a lot of hand stitching
This is how I do my bags and purses as well, except that the bottom is sewn shut...