Place the disassembled puzzle ring in the palm of one hand. Locate the two outer bands, which should be rounded on one side and have a "V" shape on the other side. The "V" is the knot.
Situate these two rings so that the Vs form a diamond shape. Hold this between the thumb and forefinger of one hand.
Move the other two bands so that their flat sections hang from the bottoms of the outside bands. Cross the hanging bands over each other, then form a figure-8 with them so that they lock in place.
Rotate the upper band that is furthest away clockwise until the knot faces downward. Move the band downward so that it rests in place next to the two hanging bands.
Rotate the other upper band clockwise until the knot faces downward. Move the band downward until it locks in place with the rest of the bands.
Place the assembled puzzle ring on your finger and verify that the bands are all in the right position.
Pull the ring off your finger and it will fall apart again.