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Door and window molding is essentially the same as wall molding, it simply places the boards in the other direction. Most of the same instructions apply. For doors, keep in mind that there are a number of ways to do the corners. You can miter them as discussed above, you can use decorative corner pieces, or you can construct a lintel. All of these options are likely easier than the mitered corners. Don't forget to accommodate doors. Make sure there will not be any overlap. Windows are much the same as doors. The main difference for installing molding on windows is that you must be careful of the window frame. Do not entirely overlap the window frame and make sure you are only hammering molding into the studs around the window. Doing base trim, or the molding at floor level, is mostly the same as installing it anywhere else on a wall. Just be sure to use thin blocks or skims to account for carpeting. You don't want to place the molding directly at the subfloor. Also, don't forget about shoe molding. It is installed exactly the same as wall molding and can make your floor look much cleaner and professional. Chair and picture rails are the same as wall molding. Just be sure to use a laser level and measure constantly to make sure you're keeping them straight. Shadow boxes are built much like picture frames. Make sure to lay everything out in pencil before you cut your pieces, try to make as many as possible the same size to save time, and make sure you hammer them in at the studs (to avoid hitting wires or pipes). For doing odd angles, such as for stairs, just remember the formula we discussed earlier: take the total angle that needs to be accomplished and divide it by 2 (for the two pieces making the turn).
Install door molding. Install window molding. Install base trim. Install chair or picture rails. Install shadow boxes.