You can play around with the drape surface command to see if that gives you the result you want. I ended up using the insulation tool in plan, converted it to a polyline and then extruded it the height I needed. Of course, this just gives you the "open" drape look.
I would also suggest just making your venetian blinds. It should actually be easier than the drapes. Draw a rectangle, extrude it the thickness of one piece and duplicate it vertically.
hope this helps