It's tough - I just bought one, and fought with it for 15-20 minutes before I found the trick. You have to hook the upper long arm first (both sides) into the upper opening, then bend the door back down as best you can, try to lift the bottom of the door toward the stove, and manipulate the small lower arms into the lower slot. The lower arms have a small groove/slot on the underside, which you have to latch over the edge of the opening. I had to get my wife to help so the arm didn't fall back out of position on me (needed the second set of hands). Hope this helps.
Kelly, January 2008