What is Tyvek?
First of all, I guess one should know what Tyvek really is so I went to DuPont's website and got this definition. "Made from very fine, high-density polyethylene fibers, Tyvek. brand protective material offers all the best characteristics of paper, film and fabric in one material." It is used to made protective clothing, mailing envelopes and now, WINGS!
There are several thicknesses of Tyvek and each thickness shrinks differently so you will have to play around with this stuff. You can buy Tyvek at http://lisadawn.addr.com/lisasheaven/tyvek__fabric_.htm  but I suggest that you save some used mailing envelopes from the PO or FedEx to play. Don't worry about the printing on the tyvek, you will be painting over that.
 
 
Let's make something
 
  Cut open the envelope so that you are only working with one thickness of tyvek. Now using permanent ink or heatset ink such as Brilliance or Fabrico, ink up a wing stamp (http://home.randomart.org/Gallery/Stamps/default.aspx) or use a Sharpie to freehand a wing design onto the tyvek.
Let this dry and then paint your wings or just paint the tyvek before you stamp. I love to use Lumiere because of the incredible sparkle this paint has but you can use any acrylic paint or silk paint. Let the paint dry, this will take awhile as the paint doesn't soak into the tyvek but sits on top of it.

When dry, cut the wing out and put it on a piece of tin foil. Use a paintbrush or bamboo skewer to anchor your wing and start to heat it with your heat gun. Hold the gun high about the wing so you can control the shrinkage from the heat. You may have to stop heating the wing and unfold it as it starts to shrink on itself. When you can not see anymore shrinking, heat the entire wing and press a book on top of it making sure that none of it is folded onto itself.

After a few minutes, you can take the book off and pick up your wing. You can now glue on rhinestones, sew decorative threads or decorate in any other way you wish. When your wings are finished, glue or sew them onto the back of your doll.

Tyvek is so much fun to play with but you never can predict exactly what it will do or how much it will shrink so each set of wings is going to turn out to be unique.

Have fun!