Step 3: Assemble the wheels
Put the shaft collars and wheels on the rod in this order: collar, wheel, collar...collar, wheel, collar. You may have to loosen the little screw on the side of the shaft collar to fit it on the rod.
Eyeball the placement of the second wheel and then tighten the little screws on the shaft collars to hold everything in place (but don't tighten too tight or you'll bend the rod and it will be harder to adjust later. You'll want to leave a little wiggle room between the collars for the wheels (about 1/16 inch) so that they roll smoothly.