Ooh, that was the other thing that was mentioned here. Where do you get "cheese cloth?" Just in a fabric store?
One thing that you need to take into consideration when you use cloth of any kind on a stage, convention center, etc. is if it has been treated for flame resistance. Anything that you put on stage MUST be treated!! You may think that it is not necessary, but all it takes is one mistake. Perhaps someone flies out the wrong batten and the material comes in contact with hot lamps, hot fog/bubble/snow machine, or what have you, and now you have yourself a real problem!!