The Counter is the intermediate space where you put the pyramids you have rolled for; if you quit before busting they go to your Vault, otherwise they go back to the Bank.
We have found it very useful to have a physical object be the Counter. It makes it much clearer that the pyramids are in an intermediate status, possibly yours, but not yet. We typically use the back side of the Launchpad 23 board, but anything could be used: a 3x5 card, a saucer, a coaster, etc.
Even with a physical Counter people sometimes make a mistake and add a pyramid directly to their Vault, but it's much easier to catch the mistake (a chorus of voices tells the person to put it in the right place).