Cogsy is exactly right and even shared the same link I considered sharing. :)
I just tuned up my lathe last week and this was quite a task...still not quite back to what it should be with the other gib adjustments. Saddle adjustment is pretty quick though even if it takes 2-4 tries.
You can very easily make stands such as those by using a heat gun (or other heating device) on a strip of plastic whatever width and thickness you desire. Heat and then bend, hold in place until the curve is set. A sharp corner to use as a guide helps immensely.