I made a dm screen for a battlelords of the 23rd century game I ran several years ago. basically four cardboard 8 1/2 x 11 sheets with the information printed and stapled to them. Then I got a binder from my company and bought several 1/4" binding combs to connect the panels. It folds up very nicely and has lasted for about 8 years now without any problems. Biggest problem I see is getting access to a binding machine. I've been considering purchasing one myself for all of the pdf's I've been getting from RPGNow. The price for a good one is running about $160.