Making a Classic Roman Shade - Martha Stewart DIY Decorating. My cats love shoving their little faces between the mini blinds (thus bending and breaking the blinds), so these (made of strong fabric) might be a solution.
DIY Roman blind tutorial in 20 pictures or less. A great tutorial regarding how to make Roman Blinds. Also see her link for how to do these blinds with an outside mount (instead of the inside mount in this tutorial).