Measure the width of your shower opening where the curb will be located. Cut at least three pieces of 2-by-4 material down to length. Lay the first piece down across your opening and screw it into the floor with 3-inch wood screws placed every few inches. Add another piece on top of that one and screw it down, then add the third piece and screw it onto the second. You can place a fourth if you want a higher curb.
Mix up some of the thinset mortar in a bucket with the margin trowel. You only need a couple of handfuls of dry mix and enough water to create a creamy mixture. Let the mixture sit. Measure the height and length of your Durock and cut two pieces down. Use a utility knife to score the face of the Durock and then snap it in half along the score mark.
Remix the thinset. Spread thinset onto the two sides of the curb with the notched trowel. Stick the two side pieces of Durock on. Mount them with the 1 1/2-inch wood screws spaced every three to four inches across, but keep at least 3/4 inch away from the outside edges. Measure the width and length of the top section of the curb and cut another piece of Durock down to size. Spread thinset on top of the curb and screw the top section down.