The whole process is pretty self explanatory so here are some pictures:
I just bought 3 packs of Rolos. FYI, there are 8 Rolos in an individual pack. If you are making a lot of these, I'd buy the bag of singles. The only problem there is that you have to unwrap each one.
Place a Rolo on each cracker and pop them in a 350 degree oven for about 3-5 minutes. You want to soften, not melt the Rolo. As soon as they come out of the oven, top each one with another Ritz.
Let them cool completely before eating them. Store in an airtight container.
I have to admit that I really liked these better the second day after the flavors had completely melded together. Kelin said they remind him of the Milano cookies and I agree that is a good comparison. If you need a quick treat for a party or bake sale these would be perfect!