Have the metal sheets cut professionally. Unless you are a professional, you need to spend the extra money to have the metal sheets cut for you. You risk serious injury attempting this at home. At your favorite hardware store, get four pieces of sheet metal cut to these specifications. 24 inches by 18 inches---18 inches by 18 inches---and 2 pieces cut at 18 inches by 12 inches.
Use your 100 grit sandpaper to dull and round the edges of the sheet steel. Make sure it is dull enough so that handling it with bare skin does not cause any problems. Be sure to wear gloves for this step, as the edges will be very sharp until they are sanded down.
Tape the sheets of metal together. Lay out pieces of sheet steel so that the 24-inch by 18-inch piece is the base, and the 18-inch by 18-inch is the back. Line up the pieces by 18-inch sides and tape the edges together on the back side. Line up the two 18-inch sides of the twin cut sheet pieces, and attach them together with steel tape, once again, on the back side.
Coat the inside joints where the pieces meet with liquid weld. Make sure that everything is perfectly straight with tape before you begin applying liquid weld or you will have a permanently crooked guard. Use plenty of the liquid weld to insure that everything remains in place. You may have to do the bottom areas first and then let them dry overnight before flipping it on its back to do those corners. Once everything dries, you will have a well-crafted grill guard that you can place around your grill that will keep the wind and dust off your food and the hot embers in the grill where they belong.