This question has options. How would someone go about accomplishing this goal?
How do I get the pegs into the wood and make sure that they don't fall out.?

Possible answers:
[1]. Drill a holes in the wood that are slightly larger than the pegs then drive the pegs in the hole using a rubber mallet.;
[2]. Drill a holes in the wood that are slightly smaller than the pegs then drive the pegs in the hole using a rubber mallet.;
[2].