Measure the height and width of the closet door opening. Put on protective eyewear and cut two two-by-fours to 1 inch less than the height. Cut two sections of the remaining 8-foot two-by-four to 1 inch less than the width of the closet door. For example, if the door opening measures 30 inches wide and 76 inches tall, cut two two-by-fours to 29 inches and two two-by-fours to 75 inches long.
Place all four sections of two-by-four on a flat surface running horizontally. Measure in 4 inches from each end along the base edge and mark the location with a pencil.
Draw a line from the 4-inch line up to the top corner at each end to create a 45-degree angle. Cut along each 45-degree line with a table saw.
Place the four sections of two-by-four on a flat surface with the two width sections running horizontally and the two height sections running vertically to frame the closet door. Drive one 6-inch screw through each corner to secure the two-by-four frame in place.
Lay the sheet out on a flat surface with the face of the sheet facing downward. The detailed side or the side you want facing outward determines the face. Lay the two-by-four frame over the sheet.
Fold the sheet edges over top of the two-by-four frame. Staple four to five staples at each corner to secure the blanket in place. Continue to pull the sheet around the frame and staple every 2 inches along the perimeter. Cut away excess fabric with scissors.