I finally got it! But of course, there just HAVE to be a few issues.

What I've learned from this - One, if you use the same size rings for both the captured rings and the cages, it'll be stiff beyond belief and you can't do anything with it.

Two, the more you try and fail to put the first captured ring in, the harder it gets. I put a purple one in to check the size, and it fit pretty well, so I put that away and used a black one for good colour combo. Took a few tries, but finally got it in. Of course, I didn't bother to close it cause I didn't know how well it would go together. The third time...Took AGES.

And three, if you leave that bottom bit open, there is a very good chance your bottom captive ring will decide to jailbreak.

I have no idea what I'm going to do with it! Besides disassemble it and put in a smaller black ring, there's not much since it doesn't bend hardly at all...