For this years FIRST robot (Daisy III) we actually used some 35 chain as a track to run our arm on. You can simply use screws or bolts (1 or 2 on each end) through the part of the chain that a gear tooth normall runs. Bolt it to some oak wood or alum. or the like and off you go! If the chain needs to be more taught, then use a router to put a recess in the material (wood or delran is nice) and then bolt it down.

Good luck with your project, Michael Greenley, Team 341