Pleated Valance We love this window treatment idea: It serves the function of a valance but has the pleated look of a Roman shade. To make this window treatment, back a rectangle of the drapery fabric with a light-blocking fabric using fusible webbing (to prevent light-emitting needle holes). Iron in deep pleats and starch heavily. Stitch pleats into place and glue a grosgrain ribbon down the middle. Tie the ribbon in a loose bow at the bottom.