If you look at @lordnigel's blog, you will see that there are currently 6 stage posts. You start play on the Stage 1 post. When you finish playing stage 1, you move on to the Stage 2 post and play there. You continue through each stage post in order, so after Stage 2 you would play Stage 3, then Stage 4, then Stage 5, then Stage 6.

There is also an instructions post that you might find helpful.