BPoo, there are alot of different ways to construct custom jetways. I've seen some guys use some pretty innovative techniqes. Here are some ideas:
Evergreen Plastic and Plastruct make some square tubes in varying widths that myself and others have used on jetways
Cardstock is another, but for a small 1:400 and 1:500 jetways, will be a little difficult to work with
Anything is possible dude, just get whatever household items you have laying around, get a good x-acto knife (or similar), some glue, and start experimenting!