Measure the room and mark equally spaced panels on each wall. Cut the MDF into appropriate lengths for the horizontal, vertical, and X strips.
Remove the trim from door frames and window casings.
Start on the longest wall, working from the bottom up. Attach the base piece first, using shims to level (these will be hidden by the base trim) and attaching with both glue and nails.
Working from one corner to the other, add the vertical pieces with glue and nails. Add the horizontal pieces in between each vertical strip (ours are at chair-rail height, about 36 inches). Add the top piece along the ceiling. Crown molding will hide small gaps. Repeat steps 3 and 4 on all walls.
Add crown molding. If needed, add quarter-round to the base.
To make X's, cut four smaller pieces to fit inside the square; cut the ends at an angle. Attach the cut pieces with glue and nails. If desired, use a router with a 3/8-inch ogee bit to give the pieces a detailed edge.
Fill holes with paintable caulk. Prime and then paint all surfaces.
Using painter's tape, it's easy to add a zippy stripe finish to a plain table.