Layout your materials on a large sheet cardboard.
Pull out approximately 6 feet of the painter's plastic and cut it forming a sheet 9 x 6 ft. It's important to have plastic that is 1/2 mil (12 microns) or thinner. Thicker plastic is too heavy to fly.
Fold the sheet in half along the 9 ft side forming a two-ply sheet 4.5 x 6 ft. Use a hot knife to seal the two 4.5 ft edges. An electric hot knife makes this really easy, but it can also be done with an old metal knife heated over a flame.
Check your edges and correct any large holes. A few small holes won't cause problems.
Once the candles are attached together, melt them to the middle of a piece of balsa wood 3/16 x 1/8 x 36 inches.
Make an "H" with the 36 in balsa and candle piece and two 3/16 x 1/8 x 30 in balsa sticks. Make the joints with a small piece of clear tape.
At this stage, there's about ten thousand things that could go wrong. Carefully think everything through before you actually do it.
I tied some thread to mine so I could fly it inside our warehouse without it getting away and setting the place on fire.
It will drip a lot of hot wax, so keep it over the cardboard if possible. Also, if you let the candles burn all the way down, the balsa will catch on fire. I am currently experimenting with other types of candles to prevent this.