I stretched a steel wire across a flat surface, spring loaded one end and applied power to both ends. I used a temperature gage to watch the temperature of the wire and used a variable transformer (variac) to controle the current through the wire and thus how hot the wire got. I also placed teflon tape over the length of the wire to keep the plastic from sticking to it. I had to reposition the tape after each use.
Then I measured out the sheets of plastic and determined where I wanted my bends, marking them accordingly. Then I positioned the plastic sheet over the wire at the bend line, applied current and heated the wire and plastic along the bend line. Once the plastic was near melt temperature and soft, I removed power and quickly bent the plastic along the bend line and then held it there while the plastic cooled and hardened (only a minute or so.
You can use most any steel wire. Nichrome is better but it needs to be reasonably thick to produce enough heat to soak through the plastic without burning it. A roll of soft annealed steel wire from the hardware store should work fine.
The trick is controlling the heat and knowing the temperature of your wire. Also when using the variac you're using non-isolated voltage and can easily be electrocuted. It's a quick and dirty setup for the few bends I wanted. Then I took it all apart.
Hope that helps! I have this stuff kicking around so it wasn't that hard to set up for me. Here's a few pictures: