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Use 1x4 lumber to build a frame to hold your valance: You'll need one board a few inches longer than the window frame, plus two that are about 5" long. Screw one of the short pieces to each end of the long piece to create a three-sided structure. The shelf will mount with L brackets to the window frame. Set the shelf on a flat workspace on its side, with the open side facing you.
Unroll the aluminum flashing on the shelf and center it with a few feet of flashing hanging off each end of the shelf. Always wear work gloves when handling aluminum flashing -- the edges can be extremely sharp. Line up the flashing with the top edge of the shelf, then slide the flashing up about a half-inch. Find the center of the shelf and drill a 1/8" deep hole through the flashing and into the center of the wood. Use a bit that is slightly larger than the head of a rivet.
Insert the long half of a rivet in the rivet gun and the other half in the hole you drilled. Hold the gun firmly and pull the trigger to attach the rivet (Image 1). Gather some of the flashing up and away from the wood, creating a wave in the aluminum (Image 2). Rivet the flashing into place. Gather and rivet on the other side of the center rivet. Keep the waves the same height and width. Keep working your way across the shelf, alternating sides as you go. When you reach the corner of the shelf (Image 3), wrap the aluminum around the back of the shelf and secure it with rivets (Image 4). Trim away any excess aluminum with tin snips.
Attach three L brackets to the top of the window frame with screws, one at each corner and one in the middle. Position the brackets so the shelf will rest on them. Place the shelf on the brackets and secure with screws.