Anyone had experience of bending "perspex"

I've got a sheet of 3mm thick perspex - I'd like to use it for creating interesting housings etc. 

Has anyone tried shaping perspex sheet into curves / right angles - I''m figuring some kind of heat treament to soften it, but figure I could get myself really snarled up with burning plastic and melted goo - before I do, has anyone got any advice ?

Have you seen …

ignoblegnome’s bender?