Intuitively you would connect them all together to form the required drive chain loop. However, I've found that there's a reason the instructions state the exact number of links to use in the chain, as extra links are included. You need to remove some links. (I learned this the hard way). Also, the sprocket is loosely attached to the motor drive spindle, so the chain loop tends to move. But for "pickup" an exact release is required. This means that the little scoops holding the balls will often "catch" them when they enter the collection station, throwing the balls up in the air (and entertaining the cat). I used a soldering iron to widen the hole. After all, the blades themselves are held perpendicular to the chain only by friction. As a result, many of them "hang" and drop the balls. You will likely need to tape or tape the bottom of the chain next to the chain for stability. Lots of fun, but not out of the box in my opinion.
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