I purchased from home improvement store a 4'x8' by 1" thick piece of insulating sheathing (owens corning). I then cut it in half with a utility knife making 2 4'x4' pieces. Using duct tape , tape the sides back together (like a book). I then opened it up and duct taped some cheap batting (or you could use flannel or felt) over the entire inside. It folds up and can be stored under a bed or in a closet when not used. P.S. I used the 1" thickness so my pins would be less likely to go all the way through.