I have to thank my husband (I call him BSB), for figuring out the construction side of it! We put together a basic backdrop frame that we have used for several parties. At the end of each party we take it apart, so it takes very little space to store.
If you'd like to make your own backdrop frame, you'll need some basic tools and four 1"x2"s--available at most any home improvement store. You can use the least expensive wood they sell. It won't be seen anyway. These are pine and cost about $1.50/each.