Hey there,
I have a ball roller, and it's the best thing ever. It won't hold enough hay for a rabbit, true, if that's the only place you're putting the hay. I stuff it full, and put a bunch in a pile in the corner of the litter box, and so that's enough for my girl on her own. When I can trust her not to pluck my boy bald while I'm not looking, she can also hop into his cage and help herself to his hay rack, which holds a substantial amount.
The big reason I love the hay ball is that it's a boredom breaker. Delilah gets bored very easily, and really needs a lot of stimulation to prevent destructive behaviour. Eating hay from the hay ball has that stimulation. She'll dig at it to spin it, pulling hay out and generally using it much the same way she uses the cat treat ball with pellets in it. Sometimes I think she digs at it just because she likes to make it spin, not to get hay out of it.
It's also great for bringing hay with me on the go. If I'm going anywhere with the buns for long enough that I want to bring hay with me, I stuff it in the hay ball, pop it off the stand, and now I have a relatively mess-free way to carry the hay, while ensuring they always have access to it. (As opposed to water, where I have to stop, pour some out, and offer it to them at regular intervals, because leaving a crock while we're travelling is just asking for spills, and there's nothing to attach a bottle to.)
Seen here: Lahi and Delilah's sweet pram-stroller set-up for their visit to the Toronto Bunfest, complete with a hidey-hole for overwhelmed bunnies. (The paper bag toy we picked up there is hiding their food dish.) Free, unlimited access to hay is so incredibly important for rabbits, even though there was a bunny lounge at Bunfest for rabbits to have a break and eat some hay, I didn't feel comfortable going on a day-trip without a way to ensure they could always eat hay.
And seen here, the hay ball in its usual location at the top of the condo.
So I, for one, heavily recommend the hay ball. It's the greatest thing ever.
As to how to open it, well, if yours is anything like mine, then rotate it around until you find a set of double-bars: there's a door that opens on a hinge, and the last bar of the door snaps onto the bar that frames it when it's closed.
If you can't find the door, then you can just pop one of the sides off, stuff it full, and then pop it back on again. I don't like doing this because while you can stuff it a lot faster than shoving hay through the door, trying to close it is harder because any strands sticking out interfere with getting it closed. The door isn't as affected by strands sticking out.
Mine's the Super Pet Rollin' the Hay Ball
http://www.petsmart.ca/small-pet/fo...he-hay-ball-zid36-5086716/cat-36-catid-600006
But I doubt the Kaytee one is significantly different.