There are several different designs for puzzle rings, but there is hope: one particular design overwhelmingly predominates all of the others. If your puzzle ring has four bands, then it is almost certainly of the standard design.

1) Hold one band and shake. The ring should fall into 1-2-1. That is, one band around your finger, that with two bands threaded through it, and then a second band hanging below. You can then grab the bottom band and bring it around, so you now have the ring as two sets of two bands. The two bands that are together are parallel [i.e., not linked?] but the two together are linked through the other pair

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