1Hokie,
I've seen panels made a couple ways. I think the first thing you're going to have to do is find the material that you want to use. Than you will need panel material. Professional shops use this stuff, it's like plastic sheeting, only about 1/16" thick, but i don't know where to buy it other than from them. Or some guys use 1/8" masonite. Masonite is what pegboard is made of, just without the holes. You'll have to take off your original door panels and use the factory panel as a template to cut the right shape and any holes for fasteners, window winders, etc. Then basically all you have to do is glue your material onto the panel and then install it. You may want to hang out at an interior shop and ask a few questions to get an idea. Or, i'm sure you could find a good book also. I don't think it's really all that difficult, just pay attention to detail and take your time.
Good Luck,
JB