Here is a very simple setup using two trees, a parachute rope and some rocks.
Lean-to Frame Setup
Although a setup this elaborate is not necessary, if you think you might be in the area for longer than usual, a frame will help the material stand up better to the environment over time.
Here is another example of a frame built using only the branches and rocks found in the area
The location pictured her is by far one of the least ideal, because of the rocks and exposure, but even here the shelter can protect you from the weather and keep you from the elements.