Tools & Stuff needed: Plastic Cement, Wire cutters, your tank, track links, and bendable wire (I use stuff I find in the craft dept. of WalMart, >$2 for quite a bit of wire)
1) Assemble your "run" of tracks to fit around the sprocket/wheel, using plastic cement. (I use Model Master Liquid Cement) Give it a few minutes to "set" (read, stiff enough to bend without falling apart)
2) Cut a length of wire long enough to wrap around a roadwheel, around the sprocket and back around the same roadwheel to keep it tight). Choose an approp. roadwheel (might be kinda difficult on a sherm, or churchill, great for you typical T-34, or Panther/Tiger.) And wrap the wire around the wheel....don't make it so you can not remove it later.
3) Put your "run" of tracks on the sprocket, form the general shape by hand then (gently) wrap the wire around the outside of the tracks, and back over the roadwheel to keep it taut. As the wire is bendable you can bend it to get "track sag", and it stays. See Pics Below:
Comments, suggestions welcome!
(Note: I used blue to highlight and indicate the path of the wire, as the pic is kinda blurry)

