We used a sheet of insulation board (the pink stuff from Johnson/Manville--pink panther logo--found at home improvement stores). Covered it with felt and hung it on the wall. It could also be leaned against the wall if you have low ceilings or if you want to move it around. The insulation board comes in 4x8 foot sheets but is easy to cut down to whatever size you need and it's lightweight. The guys at the store will even cut it for you if you smile real nice and say please!