Okay now insert your axle through the center holes of both wheels and your ready to attach the fan blades.
Notice I cleverly used a box to hold the windmill during assembly. This worked out extremely well and I highly recommend a similar arrangement.
In this version the fan blades are attached to the wheels with tape. I found it useful to attach a tape tab first ( see picture ) and then attach it to the wheel. Align the tips of the fan blade along the 40 degree line facing outward ( see picture ).
Once a blade has been attached properly at one line it up so that its straight and attach it to the opposite wheel. I tried both ways and found that doing both ends at once seemed to be easiest.
Attach the blades on opposite sides and the weight will balance out.
When you're done you'll have a lovely 5 blade vertical axis windmill. This design can be stabilized and scaled up for any number of hobby or mechanical projects.