UPDATE: You might want to use the new screwless version of this design I made: http://www.thingiverse.com/thing:12644

A curious shape with constant width. It rolls smoothly in a square but the centre of rotation is not constant.

http://en.wikipedia.org/wiki/Reuleaux_triangle

More math about the Reuleaux Triangle (and the site where the cool animated gif that shows the path of the center of rotation is from):
http://mathworld.wolfram.com/ReuleauxTriangle.html

Cut the triangle and the middle frame (the thinner one) out of some opaque material (I used white HDPE) and the two thicker frames (there is only one in the dxf but you'll have to cut it out twice) out of transparent material (I used acrylic).

Sandwich the frames with the triangle in the middle together like in the close up picture. The order in the close up from top to bottom is: top of screw (M3), first acrylic frame, spacer (to give the triangle some slack), white HDPE frame, second acrylic frame, nut (not visible here), end of screw