Open Cube Modular Origami

Step 6:

Begin assembling the units but connecting three of them together. Insert one piece into the other as shown in the first picture. Once inserted, the crease on the tip of the inserted one should line up with the main crease of the one it was inserted into. 

Attach a third unit to lock these in place. Again, you'll know it's in the right way when the creases match up.