First, Get a Marilyn brow (ESSENTIAL to her look) with eyebrow stencils at http://www.eyebrowz.com/marilyn.htm
Next, learn how to apply false lashes. Falsies on the outer half of the lash were a huge part of Marilyn’s look. Buy already-made half lashes (Shu Uemura makes some great ones) or, like Marilyn, cut a full strip in half.
The “secret” part of Marilyn’s look was in her eyeliner. To line her eyes, she used a black or brown Elizabeth Arden eye-liner. She made a slight “cat-eye” on her upper lashline, and then extended the eyeliner on her lower lashline too. Make sure the extentsions of upper and lower eyeliner are no more than about a millimeter apart. Then fill that millimeter with highlighter. Any white pencil should do. If you look closely at photos of her (like the one above), you can see the top and bottom eyeliner extentions, and the highlight in betweeen. Survey the photo, and start practicing. This is THE way to get a true Marilyn eye.
Marilyn didn’t do a lot with eyeshadow. A sheer pearl color from lashline to brow bone should do the trick. Some sources say that she did occasionally use a bit of color on her outer crease, and that the colors she used were Autumn smoke (a soft smoky brown) or Pearly Blue (a light silvery blue) By Elizabeth Arden.