Ah yes. That page has been long changed. Most of my webpages have the disclaimer that they are subject to change without prior notic. No prob, hopefully the explanation will be clear without the pictures. Here's the current page.
http://community-2.webtv.net/Jakofalltrades/JIGSANDPATTERNS/
The chess pieces are shillouette, and routed, mounted on round or octagon bases. Here is the link where I got the patterns from originally, but wound up modifying all of them more or less. This site will tell you how to make a neat "Dutch turned" set with a bandsaw or scrollsaw - but I didn't choose to do that myself.
http://www.shopsmith.com/ownersite/proj_articles/chess/index.htm
With mine, what I did was cut a very good shillouette master pattern of each piece out of 1/2" plywood. I don't recall the exact sizes, but the knight is just over 3", not including the 1/2" base. The bottom of the knight is about 1 1/2".
I don't recall the exact sequence, I tend to Zen a good deal of my stuff. But basically I used 2" X about 6" or so 1/2" plywood, a total of 3 of these for each piece. You need to glue a chess piece squarely on a of ths 2"X6". Hereafter the chess piece will be calld a "man" and the 2X6" will be called a base, to prevent confusion.
OK, you need to glue a man squarely onto a base. You can do this by scribing a line straight across, or glue one base onto another, down far enough so the man will butt against the one base, and be totally on the other. Glued, of course. Hmm, nope I believe I used four bases for each, not three. I glue one to the base the man is mounted on, and to the other base. When it is trimmed it will give about a 6" handle below the man.
Use a pattern bit or flush trim bit and rout around the man, making a shillouette 1" thick. Then you will have a slightly rounded edge on the bottom of the man, so you can just use the bandsaw to make a stright cut slightly below the man, and curving out toe edge. Then when you rout it will give your a straight edge on the bottom of the man.
Then line up the last base even with the bottom of the man and glue. Then trim the bottom end. So you wind up with a chess piece shillouette 1" thick, with a 6" handle, and another 1/2" under that, and a space under the man. You cut a piece of 1/2" plywood large enough to accommodate the man, and fasten that in that 1/2". Personally I use small nails, because I intend these to be more or less abused pieces, and can easily enough cover the nail holes with paint. Anyway, fasten, and rout. Works for me.