I traced half of the desired shape of the headboard on a large sheet of paper. I then traced it onto the boards that I layed out, creating a mirrored image on both sides.
Using a jigsaw, cut each board on the line that you traced from the paper. Trim the bottom of the boards as well, leaving the outer two longer, cut to the desired height of the headboard.
Attach boards together by adding a board perpendicular to the wood slats. Do this on the back of the headboard for support.
Using 120 grit sandpaper, sand the headboard until smooth. Apply the desired stain. Seal it with a polyurathane.