Thingiverse doesn't escape some characters and truncates instructions, so please visit http://www.madox.net/blog/2011/01/24/mecanum-wheel-rover-2/ for full instructions.
Parts were printed on the Up! using 0.25mm layer thickness and solid.
Rollers and hub were printed using 'fine'.
All others printed using 'normal'
Care needs to be made to provide supports for the hub during printing, else you might get sag like in : http://www.madox.net/blog/wp-content/uploads/2011/01/DSC03729.jpg
Print the rollers with the hex side up so you don't get need support/sag.
Orientate the frames as you see fit on your printer. There are some holes which are best printed in the Z on FDM printers.