I don't have this dvd, but I made a simple frame for basting out of 2x2s (I think; I'd have to get the wood out to check) and screw type clamps. I stapled a long piece of folded fabric to each 2x2 to act as "leaders". It's a good idea to mark the center of each 2x2 and then every inch or two out from the center to make it easier to center a quilt sandwich in the frame.
Basically, I clamped the 2x2s together, pinned the sides of my quilt sandwich to the leaders on each side for maybe 2 feet out from the center (total of 4 feet), pinned the top and bottom to their respective leaders for the entire length, then released 2 clamps at a time to roll the top and bottom towards the center. I would reclamp after rollling. Oh, and when laying out the 2x2s, be sure to lay the ones you will be rolling on top of the two that will remain stable; otherwise you won't be able to roll and reclamp. Also, make sure that all the leaders are facing inward. Matching the centers of your quilt sandwich to the centers of the leaders helps you keep the frame squared.
You need to have either straight chairs with suitable height backs to prop this frame on, or purchase inexpensive sawhorses at the big box store where you buy the clamps and 2x2s.
I used this setup to both thread baste and pin baste several quilts..... UNTIL I discovered spray basting! Now I don't bother with the frame and just spray baste my quilts -- much faster.
The biggest problem with the frame I described above is that the quilt will sag in the center from the weight. Some sagging is okay, but for a big quilt you do need to do the rolling. I was able to baste lap-size quilts without rolling, but that does take up quite a bit of room because you need to be able to walk around the outside of the frame.
Hope this is a little more clear than mud!