Make four equal-sized balls of clay. They should be slightly larger than the balls you made for the arms. Roll the balls into thick, stubby tubes and flatten the ends by gently tapping the end against a table.
Attach the legs just like the arms--mark where you will attach each leg, scratch the surface of both the leg and the body with a pin, and use your toothpick to push clay from the sides of the legs into the body.
If your clay gets scratched up in the attachment process, roll your toothpick flat on the damaged area with a little bit of pressure. The clay will flatted right back out.