if you want to frame it on all foour sides. You can buy some 2-3" wide wood. Cut them to each side length, and then buy some corners at the hardware store and screw them together. I did this with a loom, we got from costa rica. With what you use to make the corners, at first i bought a nice decorative one, and well, didn't make it very far before it bent. So if the wood can bend it, well get a stronger one. Then use a staple gun, pull the fabric over to the back and staple away, make sure to pull evenly so you get a straight border.
The one i made, i put together like 6 years ago, and still in great shape.
I'm planning to do that with the throw we got recently from disney.