This is a lousy image, but it was a quick shot for a question here. The background is no more than a piece of white paper, curved from the flat surface of the desk top to the upright book standing behind it. The lighting is from my pop-up flash, but you can certainly do better.
http://www.flickr.com/photos/samfeinstein/2927618774
This is sort of what the set-up looked like, but I only used an 8½x11 sheet of paper for the lens shot.
http://www.flickr.com/photos/samfeinstein/2039003177/
The results of the brown paper would look like this:
http://www.flickr.com/photos/samfeinstein/2039748432/
Just get a large piece of paper in any color, but white poster board would probable work if you could curve it and secure it in place. Use colored lighting (gels) on the background as Pink-Hoff suggests if you don't want it to be white.