So I have a Kessler Pocket Dolly that I'm going to mount to my tripod on one end & need to support the other end with a light stand.

The dolly has 1/4" & 3/8" holes, but I have some C-Stands, Arri & Lowel light stands that don't have any threads to screw into the dolly. It doesn't seem safe to me to just rest the dolly on the light stand.

I found this: Manfrotto 014-38 Rapid Adapter - 5/8" Stud to 014-38 B&H (http://www.bhphotovideo.com/bnh/controller/home?O=wishListDetail.jsp&A=details&Q=&sku=546490&is=REG)

Would that work? Or do I have to use stands with threads? Anyone know of something else?

That adapter will work, I've done it. However for me it's now much quicker to use multiple quick-release plates on the slider, one end on the tripod, the other on a monopod with a swivel head. Very quick setup. I do events so time is important.