the room i'm living in next semester doesn't have a closet, and i was wondering the same thing. the sites suggested were really helpful, and i saw something about it on clean sweep on TLC. it basically went like this:
1.mount a shelf bracket on the wall. apparently there are ones that come with a second arm underneath that would hold a bar to hang clothes on, so get one of those. i'm guessing home depot would have some.
2. put the board on the shelf brackets and screw it in place.
3.figure out where the edges of the shelf fall on the floor, and nail a piece of two by four down as a piece of framing on either side (unless one side is not against a wall).
4. screw a piece of plywood or whatever on the side into both the side of the shelf and the two by four on the floor.
5.hang a curtain on the front, and you've got a closet.
this is a rough approximation of my plans for my new room. i really hope it works. it probably won't, but whatever...