Latch the front first then hook the back, its much easier to hook the back than trying to pull down the front and latch it and get a good seal.
also stretches easier when its warmed up. let it sit in the sun for a bit.
easiest way to do the side windows: start the zipper about an inch or two, then put push the edge into the front slot, then zip the rest of the way, then insert the bottom part.
my advice is based on the four door...so may be different for two doors
I have an Unlimited. First step is to get a friend to help to at least put the top up.
If no one is available to help, then I:
Climb in the rear door, stand in the rear floor board, reach over the rear seat to pull the soft top up and into it's place. Make sure the latches for the sunrider option (just above the C-Pillar) click into place, and that the cross bar just in front of the sunrider latches goes into place against the frame of the top. My cross bar never lines up by itself, I always have to line it up manually.
Latch the front.
Do the back corners next. Usually have to pull down on the rear cross bar, just above the rear window, while putting in the rear sail panels into the tub rail.
Install the side clips to the surround channels next. Start with the ones above the front door, then the rear door (if an Unlimited).
Next, install the side windows. I use the same method as mike posted above.
Finally, the rear window. I put a small carabiner in the loop for the zipper. Makes for much easier zipping-unzipping. Make sure the rear window is centered, which makes zipping the top corners of the rear window much easier. Off to one side will make the opposite side harder to zip.
With some practice, you will get the hang of it.
That being said, I run a Bestop duster on the back of my JK. So, I just skip the last parts about putting in the windows. When I run the soft top up, I leave the duster to cover the rear cargo area.