I understand that you can do it the way that mkc mentions, but I much prefer the cloth leaders and rolling the quilt. IMO, much less chance of the back getting puckered. I float the batting and top off the belly bar and if the roll gets too big for the clips that came with it, you can buy bigger ones from Grace or you can just float it totally.
Also, it seems a shame to pay all that money for this particular frame and not use the features it has available.
Once you do start loading your quilts, watch this video. She is super detailed about how to do it.
Watson
Loading a quilt