Or buy free-standing child playard units (they're a little expensive bought new, but I bought them pretty cheap used) and just put a little "fence" around the space heater (and anything else you want to keep the pets out of). These are the units we have. I bought 4-6 panels for about $20 at kids consignment sales.
http://www.walmart.com/ip/North-States-Superyard-Xt-Gate/8457890?ci_src=14110944&ci_sku=8457890&sourceid=1500000000000003260330
http://www.ebay.com/itm/Superyard-Colorplay-Playard-/130811141418?pt=LH_DefaultDomain_0&hash=item1e74f39d2a