Inca: I have no clue what a cookie sheet is ... you have a picture ?
A cookie sheet is a sheet of (usually) aluminum that you bake cookies on. :D You can get them with different coatings (non-stick, etc.), and in a lot of different shapes and sizes. This is the kind she was talking about:
'jelly roll' pan. You can get things like
this as well, but I think you can probably see why having the ones with the lip is better for beading. ;p
I love the frame idea (I saw it in a book a while back.. I forget which one, though). Just be careful that when you buy the frame that it doesn't have any sort of edges that stick up. If you end up resting your wrist on it at any point, it's not very comfortable. :P I started with a dry erase board instead of a frame, because it was something I already had, and it had somewhat sharp (square) edges. I took it apart again. =/ Look for something smooth and rounded!
I also love the embroidery hoop idea.. you could adjust how taut the material is pulled, right? I think I might just have to try that. :D Thanks!