I'm not sure what the exact product was, but we used the same items for each stage. We built small brackets that could hold the rollers/bearings outside the adjacent stage, holding the whole thing together. You can see them about 2/3 of the way up the picture here:
http://www.chiefdelphi.com/media/photos/35975
The rollers are white, and duplicated front and back. The innermost stage has the rollers attached to itself on both top and bottom to hold it inside the middle stage, while the middle stage only has rollers attached to the bottom (extending out to wrap around the outer, stationary stage), while the outer stage has rollers at the top to wrap around the middle stage. This way, the inner stage remains completely within the middle stage at all times, while the wheels at the bottom of the middle stage approach the wheels from the top of the outer stage, holding it in place as the stage raises above the outer stage.