Bending high-density polythene (HDPE) is not physically taxing and requires very few tools. The difficult part of bending HDPE is not stressing the plastic or changing the chemical composition. Heat is used to bend HDPE. The risk you run is not heating the HDPE enough, or heating it too much. Too little heat and the plastic begins to break instead of bend. Too much heat and you will blister and burn the HDPE. Paying close attention and watching your HDPE is the key to a successful bend.
Put on your welding gloves and safety glasses. Place the high-density polythene on your work bench and plug in your heat gun.
Run the heat gun over the HDPE. Do not hold the heat gun in one place for long or you will blister or burn the plastic. Move it back and forth relatively fast five or six times and stop. HDPE has a melting point between 42.2 and 54.4 degrees Celsius. You want to be on the low range of that spectrum because you are bending the plastic, not melting it.
Pickup the plastic with your welding gloves. Begin to bend the plastic. Watch the plastic closely. If you see the plastic begin to suffer from micro-cracks -- stop. Put it down and heat it more.
Bend the plastic into the shape you need and set it down. Wet the plastic down to cool it off. Once cool, the plastic will maintain the shape you bent it into.