I've been wondering how that worked, as well. I imagine there was some sort of locking fastner thing. Maybe it was just one of those funky washers that went on the peg. My 4x6's don't fit there. I've considered some really short sheet metal screws or something.
As for 4x6's, I have some pioneer 4x6's I got free. I think they are like TS-G4611 or something.