Check the video here:

Step 1: Insert the screws through one thigh

Since I use the round-head M3 screws (5.5mm head), it sinks through the hole on the thigh plate. So I use two washers. 

Tips: Here I use some acrylic washers. If you don't have these, you can make them with a thick cardboard or cuttable plastic board [2]. Then cut the board based on the holes' size on the thigh and the keys. 

Step 2: Put a key on one screw and a wash on the other

It doesn't matter whether to put which on which. But remember the washer should be almost as thick as the key. 

Step 3: Put more keys in the same way

Place a key and a washer alternately into both screws. 

Note: When placing the key, pay attention to the hole on the key and the washer's size. 

Tips: Keys into one screw should be nearly as thick as those into the other, which would make it most convenient to rotate out the keys on two sides. 

Step 4: Place the other thigh plate onside

After putting the thigh, fix them with two M3 nuts. Remember to screw a little first, and arrange the keys and washers well - one key on a screw, one washer on the other in a same level. 

Done!

Good job to myself! 

P.S. [1]: How to make these two cover boards if I don't have the SunFounder robot's thigh?

Prepare a hard and thick board - better use wood, plastic, polystyrene (EPS) board, or other materials than paper in case of getting wet and soft. Or if you have access to a 3D-printer, you make design and make one. If you really need to use paper cardboards, find one with water-proof film. 

I've uploaded a file for this thigh plate and you can download the photo to draw/print your own. 

1. I just happen to have a disused box and I've printed the thigh plate on a piece of paper (plate in actual size: 73*21mm). 

2. Cut the plate's shape out and press it on the box board. 

3. Draw along the outline and cut it out. 

4. Pay attention to the holes at two ends - you can drill or punch a hole with a drill or knife or just a screwdriver, and the diameter would depend on the screw size you use. 

P.S. [2]: How to cut the cardboard for washer?

Put the key onto the card, mark the edge with pencil. Cut the washer out based on the mark. Drill/Cut a hole in the middle, diameter a little larger than the screw size 3mm. 

Cut more for sufficient thickness. 

P.P.S.: Thanks for our customer Seth C who had uploaded his works http://imgur.com/xHbfE2E on our Forum. Thus we are inspired to make this project for all of you. Enjoy!