I built one of these a few months ago out of a fixture which is more or less identical that I got at Home Depot. This is the box.
My initial install was pretty close to the way kwirky has shown. I decided that I didn't like that very much, the sockets don't make a very good contact with the bulb and it could come loose quite easily. Arcing from a loose connection can ruin a bulb. I bought a ballast from JSTR and he showed me the way he intended to do it and hadn't got around to yet.
Remove the existing sockets and then get a set of good spring loaded sockets like these
http://www.hellolights.com/70w15hqisopa.html and attach them with some screws. The aluminum housing is really easy to get through
Like so
I've been using it for a few months now, works really well.
Here's how I suspended it in case anyone is interested. The frame is screwed to either side of the stand, eye bolts in the across piece are attached to steel cable with crimpers on it. I attached it to the fixture by sinking a bolt in each side and connecting the cable to it.
Oh and one other thing, "UV blocking" glass is just regular glass. The piece that comes with it might be tempered to withstand the heat better but you could replace it with whatever you have handy.