Here are a couple of plans with instructions.
http://members.aol.com/GCGassaway/vacuform.htm
This one is a little more 'exotic', for lack of a better word.
http://www.halloweenfear.com/vacuumformintro.html
Or, if you would rather purchase one already for the shop vac.
http://www.warmplastic.com/or.html#canopy