I finally set it up in our backyard next to a little wooded area with a creek that runs behind our house. One of the bolts was broken so I had to get a new one and jerry rig it up a bit. I had it all together except for that missing bolt and realized I needed another socket wrench to tighten it up. So I set down the other socket wrench and allens wrench I'd been using and went inside to get my second socket wrench. I got distracted for a few minutes by something else and when I came back out, my tools I'd set down were gone.
At first I thought maybe I'd just taken them inside and had forgotten about them when I got distracted with something else. But I looked all over inside and couldn't find them. And I was certain I'd left them outside. But they were no where to be seen.
Finally I vaguely remembered my 2 year old going outside when I had come inside and gotten distracted. He was back inside so I got him and asked him where my tools were. He promptly walked outside, led me over to the swing set, then past the swing set and pointed to a giant brush pile back in the woods. I walked over and saw a glint of metal down in the leaves. It was my socket wrench. The little rascal had gone outside, picked up my tools, chucked them into the brush pile, then just gone back inside like nothing had happened. I seriously thought I was going crazy. I was just glad he hadn't thrown them into the creek.