I apologize for the length of this post but the assembly should be attacked in a few steps.
I first assemble the light stands with umbrellas. To do this, find the two stands that are medium in length. In total, you will find two large, two medium, and one small. Once you have the two medium ones identified, take the bulb holders out of their containers and attach two of them to the two medium stands. Make them point up in the air a bit but not straight up. There is a set screw knob that pushes on the silver top to keep it steady. Now take out your two umbrellas and open them fully. The shaft of the umbrella goes into a small hole just below where the bulb screws in. If you have pointed the top slightly up, the umbrella shaft will slide in parallel to where the bulb screws in. Next take out 2 of the bulbs and screw them in. These should be curly-Que type bulbs (CFL's) and should never be tightened by the bulb. Ensure you tighten it into the bulb socket securely by turning the base and not the glass. Close the umbrellas and store them securely, the bulbs are not cheap to replace.
Now attach the last light bracket to the small tri-pod and screw in your last bulb. Store this small one securely also.
Next is the frame for the backdrop. To put it together, find the two black bars that are similar without a tri-pod foot. There is one lone bar that goes between these two. The two outer bars have slits in the ends that mount to the screw end of the two large tri-pod stands. When you lay these three tubes out on the floor, you will notice that the tubes slide inside each other and enable the backdrop to be any size up to 14' in width. This can come in handy when you have your own back drops and don't use the three that came with this kit. Pick a color of back drop that you will use for your shoot. Assemble the three top rods by leaving the "slit" end out on each end and insert them into each end of the larger "lone" rod. Next find the hem on your back drop that has the "curtain" top and slide the completed bar into the sleeve of the back drop. Now take the wing nuts off of the large screw top on your large tri-pods and insert the screw through the "slit" end. Screw the wing nut down securely to hold the tube on the tri-pod top on both ends.
The last thing to do is raise your large tri-pods to the desired height and slowly and carefully pull the center apart to it's desired width. I try to do this in stages so I don't get the frame too lopsided and make it break or crash down. Once your back drop looks proper, arrange your lights so they are useful but not a tripping hazard and adjust them for best effect.
Hope this helped! This is long winded but it's step by step, mostly complete, and it's free. My wife and I have put up and taken down this kit many times and have not damaged anything yet following this simple guide.