Attach the two gang boxes to each other. To do this, you will need to drill into the side of each of the gang boxes. One gang box should have two holes in its left side; the other box should have them on its right side. Make sure the holes line up between the two gang boxes.
Drill a large hole in each of the gang boxes. This large hole should be on the same side of the boxes that you drilled the smaller holes into. These holes should also be lined up. These holes will allow wires to go between the two gang boxes. Bolt the two boxes together now. The right box will contain the outlets; the left box will contain the dimmers. If your boxes don't have pre-made holes for wire in them already, drill a hole in the dimmer gang box for the power cord to come out of.
Start wiring the box up. Click the "Wiring" link below for a diagram that will help with the wiring. Don't leave much slack in the wires. When you push the power cable through, tie a knot in it so it won't fall out. After wiring the three wires in each outlet, wrap the outlet with electrical tape in order to shield each of the screws on the outlet's side.
Being careful not to pinch any of the wires together, mount the dimmers and the outlets into their respective gang boxes. Next, put the cover plates on. Now test the control box. Turn all three of the dimmers to the "off" position. Plug each of the lamps into an outlet. Then plug the box's power cord in. Turn each light on one at a time using the dimmer until all three are on. Check to make sure you can control the brightness of the lights.
Install color gels. Read the manufacturer's directions to ensure proper installation. Some come taped on a card stock sheet. Some of these will have a hole on them that will pop directly over the edges of the lamps.
Mount the three lights onto stands. Just about anything that will hold the lights will do. Microphone stands will work great for this. Adjust the lights and their brightness as necessary.