Select a size for your cold frame that is easy to reach into, usually 3 feet by 6 feet, and locate it in a south-facing position to capture the sun's warmth in the winter.
Design your cold-frame greenhouse so that the side facing north is at least eighteen inches tall. The south side should be roughly twelve inches tall. This sloping design allows sunlight to enter the cold frame from the south and trapped heat to be reflected onto to the plants by the higher back wall.
Prepare the soil beneath the cold frame if you intend to grow crops in the frame. If you use the cold frame for pots and trays, consider adding a layer of gravel inside the frame to provide drainage.
Build a frame for the greenhouse from brick and mortar or wood. The University of Missouri Extension (Reference 2) recommends using 1- or 2-inch lumber for the sides and two-by-fours for the corners. Screw or nail the cold frame together.
Attach an old window sash to the north side of the cold frame using hinges, or build a frame from two-by-fours to hold glass or transparent roofing plastic. Raise the "lid" to water plants and provide ventilation.
Build a temporary cold frame in the garden by surrounding rows of frost-tender plants with square hay bales.
Lay thick plastic sheeting over the bales, and secure it underneath the bales, or use heavy stones or bricks as weights to keep the plastic taut over the hay bales.
Ensure that the sheeting does not touch garden plants, and pull it back to water or ventilate.
Build a temporary cold frame by arranging bales in a square or rectangle no larger than you can comfortably reach into when seated on a hay bale "wall."
Stretch thick plastic sheeting across the bales, and secure the plastic beneath them or weigh it down with bricks or stones.
Alternatively, cut clear or opaque plastic roofing to size and use as a cover for the cold frame, keeping it in place with bricks or heavy stones.