Lay your 1-inch thick sheet of MDF on a pair of saw horses. Line off the board into four 1-by-8-foot sections with a measuring tape and pencil. Cut the board on the lines so you end up with four 1-by-8-foot MDF boards.
Cut two of the boards in half horizontally to make four 1-by-4-foot boards.
Position the two 8-foot boards and two of the 4-foot boards to make a hollow box that measures 4-by-8 feet around the perimeter. Nail the boards together using a hammer and finishing nails.
Slide the remaining two 4-foot boards into the box, positioning them so they're parallel to the 4-foot boards and two feet away from each. Nail the 4-foot boards in place with a hammer and finishing nails.
Place the 4-by-8 sheet of 1/2-inch MDF onto the rectangular box. Nail it onto the box with nails spaced every four inches around the perimeter.
Sit the shelving system up so that it is sitting on the 4-foot edge. Move the shelves to the spot where you want them.