I've added (and edited)
The Wiki Guide to have a section on how to do this.
In short, stand up the lenses, and place something behind them. I put them groove side out, but I've tried it both ways, and it still works. I used coke cans the first time, and Bawls bottles here:

Now go around front and look at your lenses.

For placement in the projector, the grooves face each other. I just remember that they need to be protected, so they aren't exposed to the outside.