If you don't have the supplies available or the resources handy to cover your vegetables with a regular cloche, and frost is threatening to hit your garden before you'll be able to find something more suitable, you can use a dog pen as a cloche for vegetable plants. You'll need to have a pen which is not much higher than knee height to truly protect your plants and hold warmer ground temperatures close to the surface.
Place the dog pen over the vegetable plants you want to protect without damaging the existing seedlings. Drape a large tarp over the dog pen and make adjustments so that the tarp reaches the ground on all sides of the pen and is centered over it.
Place large rocks or bricks over the tarp on the ground where it extends beyond the base of the pen to hold it down, and set a few on top if your dog pen is a covered pen. If this is sufficient to hold the tarp, then you are finished; however, to further secure it, proceed through the following steps.
Punch two holes side by side no more than an inch apart along the edge of the tarp where you can feel the metal of the pen directly on the other side of the tarp. Space each set of two holes every 1 to 1 1/2 feet apart.
Snake a 6-inch piece of string into one hole, around the metal of the pen, and out the other hole. Tie the string twice to form a knot on itself and anchor the tarp to the pen. Insert and tie a new string at each set of two holes until the tarp is secure.