Step 4: Put the pins (rivets) into the 2x4's, make other holes bigger
Hammer the rivets in the small holes you drilled. This should be a tight fit... you don't want them coming out.
You will also need to make the other holes bigger now. Using a drill bit slightly larger than the head of the rivet, make all 6 holes in the MDF big enough for the rivets to go in.