We were getting the garden landscaped and turfed so it was the perfect chance to dig a huge pit. Here's how it went:
First I put the frame together and marked the position of the legs on the ground

Next I dug narrow trenches for the legs, testing the depth every now and then
Then I got the frame into place and checked the level, adjusting as required
When that was done I dropped the frame into the trenches (he makes it sound so easy) and dug out a bowl shape (actually it was a perfect parabola) to allow for bouncing child-feet, filling in the trenches with the earth
The next day the guys came and turfed the lawn (marvelling at my engineering)
All that was left then was to lay down a weed resistant membrane and fit the springs and the, err, middle bit
And this is the finished result
And, of course, the best bit