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Resist the urge to put the top on first. Covering the ends first, leaves more surface area of the structure exposed for taping. If you put the top on first, you will only be able to tape the ends over the top instead of around the structural tubing where a more secure binding can be made. However, if you want to be able to remove the end coverings, then you might as well put them on last.
I began with the door. When attaching the film to the wood, just use some 1/8 inch by 3/4 inch trim and staple it down over film, sandwiching the film between the base wood and the trim.