Straighten out your two paper clips. I usually only use about 2/3rds of a small paperclip. It all depends on how long of legs you want.
Then bend them in half. We're making nice little Vs here people.
Using the Helping Hand and Hot Glue Gun, glue the legs on.
Again, the position of the legs all depends on you and how you want the roach to stand. I like my roaches short and slightly angled forward. This way I can point him at the sun for max power.
(As someone was so kind to point out, don't let the paperclips touch the wires that run to the motor, otherwise you'll get a short. If you're worried, just throw some hot glue between the legs and the motor wires.)