A quick google came up with thisHere
are some instructionsInstructions for a fabric covered screenYet more instructions
It looks really easy. The basic idea is you get four panels of wood and hinge then together.
I saw a great screen somewhere that has spaces cut out of it for photos. I also saw instructions for one involving trellis, but I can't seem to find it right now. Good luck, and let us know how it turns out!
is the trellis one. There are quite a few on that site.