Leader cloths just like on a machine quilting frame would be my guess. Clips on bungee straps would work also. I'm sure there is a youtube video.
Here's a video on a 3 roller frame:
http://www.youtube.com/watch?v=twnRd47TC0o
This link tells how to put the canvas leaders on:
http://www.ehow.com/how_5943036_atta...ing-frame.html
Here's a link to download a pdf file that supposedly explains how to load a 2 rail hand quilting frame:
http://www.quilting-tidbits.com/free...mini-book.html