I did it Dave's way:
go to the fabric store (swallow your pride...) and ask for "toulle" (tool), it's the proper name for the net-like fabric. Or that's what they told me when I asked for "net". Get the finest size openings you can, and buy the smallest amount possible. In my case I bought 1/8 yard (4 ") but since it is either 36" or 42" wide, that's enough to fence an entire HO state west of the Mississippi!
Don't paint it until you finish building the fence. cut it into strips for the height you want (48" scale is about right) and cut it so that you have the little X along the top. This is a great detail and will disguise it's origin. maybe...but it does look great if you can do it.
I made fence supports from brass wire, soldered to form the posts and rails. Make the posts (not all, just a few) long enough to be pressed down into your scenery. Tape the pieces down to hold them while soldering. don't worry about the corners yet. Just make one very long straight fence, posts every 6-8 scale feet. Once that's done, I hand painted the wire dull silver.
Then you lay the fabric flat, position the frame over it, then touch it here and there with super glue. Make sure the fabric is straight!
Once it's glued and dry, spray paint both sides.
With a pair of pliers, bend it to fit the location, don't worry about posts being at the corners just yet.
Once it's all in, you can go back and add individual corner posts separately if you want the prototypical look and you don't have to solder them in if you are lucky. Or just plant a tree or bush at the corners to hide the fact that there aren't posts.
I've got a pic of mine somewhere at home, I'll look it up tonight and try to post it later.