Step 1: Build the jig
Step 2: Cut the lumber
Since I used two pieces of 2x4, I made a little gusset to hold the two together (2nd pic).
Hint: Add a little bevel inward on the bottom of the cut. This will keep the tubing from popping off of the jig when bending.
Step 3: Don't bend like this.
Step 4: Ready to bend
You will want to bend from one side only while ensuring the tubing is supported wile bending. While bending, try to keep the pressure against the jig instead of the tubing.
You may want to practice with some cheap amluminum conduit to get the hang of it. When you are ready, get the polished stuff.