I'd try some sort of curtain wire set up, to get the effect in the picture.

You might be able to just drape the fabric over the wire, or you might have better results with clips.

Try something like Ikea's Deka.

http://www.ikea.com/us/en/catalog/products/20079342

I would just attach a couple of simple, cheap curtain rods to the ceiling.

Make it something you can easily take down shake out. I have visions of the dust that could accumulate.....

What about just ceiling hooks and fishing line for a more discreet look? Too flimsy? I have a ceiling hook and some fishing wire holding up my super long curtain rod in the middle instead of a third bracket that wouldn't fit between the 2 windows on the wall. It's surprisingly strong.

I did something like this once with an adjustable shower curtain rod, and then lightly stitched a sari to keep it in place.

Ikea Deka is exactly what I thought of also.

Ikea used to have very similar sheer curtain things also for very inexpensive.
Good Luck!

We've done this before. We attached two rods at the ceiling with drop in brackets. The fabric has rod pockets at both insertion points for the fabric.

I used dowels and chain , s-hooks and cup hooks from the hardware store.

I'd use wood dowels. paint them whatever color you want.

Fernanda, I found a nice diagram and simple instructions to make a bed canopy in a japanese DIY book - I posted the page on my blog: http://redjetwhistle.blogspot.com/2008/10/inspiration-interior-handmade-book-vol.html