Fit rad to wall - connect up - open both valves - open bleed valve to let the trapped air out - wait for water to escape from bleed screw hole and close it off.
Might help to smear small amount of silicone sealant on the threads before connecting up but not always essential.
Check for leaks - close off lock shield valve half way - consider balancing radiators when you can find the time to get round to it - in a few years or so...
http://www.miketheboilerman.com/balancing.htm
Good luck...
Peccavi, June 2009