The first step was to measure up (my shed was 80cm x 60cm in footprint, and spade-height-plus-a-bit in height) and cut the pallet planks to size. I think I used about 2.5 pallets, and a hand-held circular saw (very very useful to speed things up).
I also needed four lengths of 2x2, one per corner, to attach the planks to. My design called for a sloping roof (so the rain runs off), so required two shorter lengths for the back, and two longer for the front. I nailed the back planks to the shorter lengths, and each set of side planks to one of the longer lengths (so at this point the side planks were braced only at one end).
The next step was to screw the loose ends of each side piece to the 2x2 bracing of the back piece.
I measured, cut, and attached triangular pieces for the top of each side (no photos, sorry). For the roof, I cut a piece of plywood which overlapped the sides by about 4-5cm in each direction. I intended to cover this with some thick black plastic left behind by our kitchen fitters, but my Dad came up instead with a roll of roof felt from in his garage, so I was able to do a more professional-looking (and longer-lasting!) job with that, roofing glue, and some roofing nails. Before covering the roof, I screwed in a batten at the back to keep it from sliding off.
Since installation, I've added a couple of battens at the front to keep it square and to brace the roof.
It still lacks a door (I'm on the look out for some large enough plywood), and at some point I will use a couple of L-shaped metal bits to attach the roof, rather than using bricks to hold it down. But as of now, it does the required job, and, given the high percentage of reused materials, for minimal financial or environmental cost. I'm also kind of proud that I built it at 38 weeks pregnant!