M.S.
We have a VERY thick mattress and the bed rail we use is by Safety 1st. I just looked for a picture of it online and the closest one I could find is http://www.target.com/Safety-1st-Secure-Top-Bedrail/dp/B0...
We got ours 5 years ago so maybe they've updated it or changed it a bit. Anyway, it has been great. Just stick it in between the two mattresses and then push it down until it locks. It is heavy duty and easy to take down to change sheets.