I'm assuming this is a helmet, even though you are vague with your description of your project. Go to a fabric store and pick out either a mesh type material or perhaps a thin cotton T-shirt material. I think the best type of fabric is an athletic mesh. It has to be easily stretched with very little elasticity so that it doesn't deform your foam after you stretch it over. With harder foams this will not be as critical. Use an adhesive spray such as Super 77 by 3M on the hidden side. You will not be able to get a perfect stretch, so allow enough fabric to fold over the edges and make "hospital corners". Depending on the shape you may have to make several folds. Since the mesh material is covered in "holes", try and pick out a foam and mesh material in the same colour in order to provide the best look. If your project is a helmet, more than likely a dark fabric and foam will be needed.
TazMan2000