Step 1: Find dimensions of your gun
Step 2: Cut cardboard to those dimensions.
Step 3: Fold.
Step 4: Tape it together.
[Note: I'll make a diagram to make it more understandable.]
What I used was an old tent stick, foam saver and some glue. I might try this with some PVC pipes.
Step 1: Take the foam saver cut it half length wise.
Step 2: Put glue on the flat side.
Step 3: Wrap the foam around the stick tightly in a spiral.
Step 4: Let it dry.