Sorry, don't havethe URL for a site with instructions handy.
Here are the recommended steps.
1.) Make a Base to hold the Canopy, block with a narrower top(Balsawood is fine).
2.) Attach the Canopy to the base with a non-hardening clay or similar, the edges should be free and not touching the base(Fill the inside of the Canopy to prevent it from breaking), make sure it sits tight.
3.) Make a small jig/frame to hold the vac-forming sheet from balsawood or similar. This will protect your fingers and allow you to excert equal force later on.
4.) Heat the sheet in the oven till it gets soft (Read instructions for the sheet you got), optionally you could use a heat-gun or the gas-stove.
5.) Take the hot sheet and pull it downward over the canopy, to stretch the sheet and form the new Canopy.
6.) Let it cool, cut it out and use it.
You don't need a vac-forming box or similar unless you need under-cuts or need to make more complex shapes.
Like with everything experiment a bit first, it will take a bit to get it right.