Ta-da!
And now for the boring part, ie How I Did It.

I used two pieces of solid wood, 4 inches wide by 4 feet tall. Screwed them on the bac, of the headboard. Then used nuts and bolts to attach brackets to the legs. And those brackets fit on the platform bed (the bed goes on top of one of the sides, the other side gets screwed on the top of the bed). Voila.
The only issue is that since I have the legs screwed on, there is a gap between the headboard and the wall, and that makes it a bit wobbly. So...I'm planning on buying a piece of wood to fit in between. And that's that.
Pardon the night stand mess. Excess fabric and all.