Start a new project (Ctrl + N). Clear the scene and Save (Ctrl + S) this project in the same directory as
Peg.blendbut name it
In the Info panel on the top of the screen select File | Append or press Shift + F1.
The robot as planned will need four pegs. Two at the shoulders, one at the torso, and one at the hips. To make things easier the one at the hips will be this peg at origin so it doesn't have to move and the robot will be built around it. Rename this