I went to Fabricland and bought some Fat Quarters of material as well as some embroidery hoops (which were only a couple of bucks each.)
Below are the materials I used.
An embroidery hoop comes in two parts. You put the material around the smaller hoop and insert it into the big hoop. There are little screws at the top of the bigger hoop to tighten it.
I sewed some lace on the blue material and inserted it into the embroidery hoop.
This is a super cute idea for a babies room or just a bedroom (that is where I put mine.) As I said before the embroidery hoops and the material are really cheap. You can glue the material into the embroidery hoop but I decided not to because I thought I might reuse these in the future.