Using multiple stages on model rockets allows them to go much higher than a simple one stage rocket allows.
The first stage engine is ignited as always, electronically. These lower stage engines have no ejection delay, and are color coded with red labeling. As the rocket burns, the upper retaining cap ruptures, sending hot gas up into the next stage, igniting it, and throwing the lower stage tumbling back to earth.
The upper stage engines are usually designated in purple, and have a long delay time, allowing the rocket to continue coasting upward.
Each engine is taped to the next one using clear cellophane tape. This will burn away with each stage separation.
Since Multi-stage rockets tend to be tail-heavy from the added engines, the fins must be much larger than single stage rockets. Each stage must have progressively more fin area than the stage ahead of it, generally at least twice as much.
When testing Multi-stage rockets for stability, it is important to make sure that it will be stable throughout the entire flight. This can be done by testing it first without the booster stages, then adding them one at a time, and testing again.