For me, I don't mess with pulling the collar back at first. I get the pto shaft lined up with the splines and pushed on about 1/8". It doesn't go on without the collar pulled and if you go too far (1/4") you will not be able to pull the collar back. You'll find a sweet spot where you can slide it on to hold it there and not so far as to not be able to work the collar. Second, I pull the collar back and start pushing it on, Once I go past the 1/4" or so, I let go of the collar and push the pto shaft on until it clicks into place.
Ideally, I don't hook up the toplink so that I can do all of this with the pto shaft between my legs. Trying to hook it up sideways is harder... at least that's how I do it.