I've just done it myself for the first time and I got four of the five strings on. The fifth string is really giving me a problem though. It keeps slipping off the individual groove on the neck (I don't know the term for it - the notch that's there only for the fifth string and it's halfway down the neck under the fifth peg separate from all the other notches).
Because it keeps slipping off the groove, the whole string won't stay on the neck. Is there some sort of trick to this I don't know? I've already broken a string trying to get this right so any help would be much appreciated.