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The Relativistic Heavy Ion Collider DX dipole magnet has a bore of 180 mm, an overall length of 4.0 m, a nominal operating field of 4.28 T and a coil pre-load of 28 kpsi. A brief R&D program using short coil sections was used to verify the insulation scheme, to make sure the required coil pre-load could be achieved and to monitor the load loss over time. A full length prototype magnet was built and tested, to verify the design, test out the tooling, fine tune the assembly procedures and measure the held quality and quench performance. Changes were incorporated after each phase. This report describes each phase, including the problems encountered, the lessons learned, and the resulting changes made to the magnet design and assembly procedures. Critical data from subsequent production magnets are also included.