Depending on whether it's and "old style" (the one with the wrap around hammer guide), or the "new style" (the one with the hammer sliding in dovetails).... it can be very easy, or a bit more difficult. For a "new style" hammer, all you need is a couple pieces of 1/2" x 1" barstock, and some 3/8" all thread. You cut the bars to the length you need, then using the all thread, you simply "clamp" the barstock above/below the casting on the frame the the dovetails bolt to. On the one I used to have, I forged 3/8" round into "L" hooks that were welded to the shield in 4 places, and those slipped into 3/8" holes on the barstock mounted to the hammer frame. If your hammer is the "old style" then I would drill/tap the guide itself and using some pieces of steel as stand-offs, bolt the guard directly to the front of the guide.
DO NOT use expanded metal for the shield! (make it a solid piece of at least 3/16" sheet metal). I know you will see pictures of guards that use expanded metal, but you might as well not have one at all if you use expanded metal. When the spring on a Little Giant breaks, it's usually in three pieces. One bigger piece shoots left, another big piece shoots right, and a "shard" about an inch long or so shoots straight back at the operator. If you use expanded metal, that shard will usually go right through the openings in the mesh of expanded metal. (I say that from personal experience, and I have the scar to prove it!)
