I bought a load of boxes off eBay for selling items, they are A4 size I think. I take them apart at the join, cut the joint flap off and duct tape all the boxes together with top flaps at the top, bottom flaps at the bottom and duct tape running from top to bottom on each side.
I fasten the pen closed with about 5 wooden dolly pegs, the join is a whole section over lapping.
I have the pen sitting on a single bed sheet.
The bottom flaps are folded out so they sit externally, I then put weights from my dumbbells all the way round.
Its climb proof, buldozer proof lol and it all folds away for the next time