Anyone have any experience with one of these machines? I just bought one and can't figure out how to attach the baskets to the machine. I could be missing some parts.

I think all of your parts are there.
There should be two slots cut into the rim of the agitation device at the end of the motor shaft. There is a fixed protrusion on one side of the basket assembly, and on the opposite side, another protrusion formed from the end of a long somewhat "springy" piece of metal. This really is a spring; to affix the basket to the rim, place the fixed protrusion into one of the rim slots from the inside. Then, compress the "springy" protrusion inwards so that it is inside the rim, and release. The "springy" protrusion will enter the rim slot (again from the inside), and the spring tension will keep it in place. Removal is the same process in reverse.
I've used one of these machines for many years, they work very well.
If you are still having problems, email me and we can arrange a phone connection to discuss.

It looks like you are missing a basket. The basket that attaches to the machine is round. The smaller baskets go inside the round one.

Ed,
Thanks for the reply. Mine doesn't have that spring on it like the one in this picture I found on eBay. Now I guess I'll have to either make one or see if I can find one some place.