A couple weeks ago I posted pics of the pillow shams I made. I tried to come up with instructions to post, but it's hard for someone who doesn't know how to sew to tell someone how to sew! Instead, I found a few good websites to check out for DIY instructions.
DIY Pillow Shams:
Apt528 Tip: No time (or skill) for sewing? Substitute No Sew, an iron-on adhesive that's great for creating hems. It costs about $5 for a double pack that should last for 2 or 3 shams. You can also try making the opening on the side, like a regular pillow case and use iron-on velcro to close the sham.