If it's not stiff enough to be self-supportive, you can "glue" pieces to it (if it's ABS) by soaking bits of it in acetone for a few mins. They'll turn spongy and gooey, and as the acetone dries, the plastic hardens back up. It only works with ABS, though, that I know of.
Good temp = 200* I think. You don't want to go much higher than that, but you want it pliable enough to lose it's elasticity (memory), so that as it cools, it will "remember" the new shape, without being stressed into form.
A good, thick reference book with about 20# on the back of it should be sufficient to weight it down. Do a few heat/cool cycles to get the stress all the way out of the plastic, and you should be golden.
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