I subscribe to the RSS feed for TerrellDesigns.com, and the lady there is quite active with roman shade designs. Lately she's been on some tv programs where she's discussed the options available to make roman shade cords safe according to the new government warnings. I'm giving a link below which will tell you how to put battens into a lined shade which does not have any, don't even have to remove the shade from the wall, and in the same newsletter there is a video clip from a program where she also demonstrates another technique for using magnets in the shade to replace the cord problems.

If you don't have an easy source for roman shade supplies, and you want to make your own, this is a great source of both design information AND supplies.

Here is a link that might be useful: Roman Shade cord safety