Take a piece of plastic(I used Plexiglas) or metal, something strong and flat and mount a piece of the U channel to it. Now the tricky part. The round thing is a bearing. You can get them out of motors or buy them at a hardware store. Mount it to a short piece of aluminum like so. Then take a 1/4 in. coupling nut(a long nut) and wrap it with aluminum like so(see pic.) The bearing will hold the X stage to the X rail and the coupling nut will allow the motor to run the satge back and forth. It wouldn't hurt to grease the skids a little and the nut too.
Here's a video on making the bearing fixture.