Understanding Society User Support

Hi,
I had the chance to attend the course. I am on exercise 3 matching individual data in long format which I can do and I can do the loops but to balance the panel it has instructions on how to do this when appending just two waves.
Say that I want to use all the waves? When do I balance the panel.
I've tried using xtset after appending all the waves and it doesn't work.
So is it done as part of the loop? When do I create the transition variables before or after I have all the waves appended in a long format.

Thanks
Maria