I made this after seeing the page over at Instructables. The dice are held together with neodymium magnets, and it snaps into position nicely.
Here's another lunchbreak project I came up with; I bought some super strong neodymium magnets on Ebay to use as fridge magnets, but they are a little too strong to pull off. I milled a hole in the end of some 3/4-10" bolts and pressed the magnets in. Now they're really easy to take on and off and they look pretty unique too.