As I mentioned in the previous step, get the front of the magazine tube into its proper position on the cylinder block. Now you need to compress the action spring until it's forward of the lug in the receiver, which retains it (right near the rear end of the magazine tube).
So far, so good. Now this is where it gets tricky for me. While holding all of that stuff in position, you need to move the slide towards the rear of the action about 1/4" so it will go into the receiver and properly engage the bolt. You actually have to exert force in two directions at once: forward force on the magazine tube and action spring, and rearward force on the slide - which is fighting your forward force, because it compresses the action spring.
And now, you move the slide into the receiver to engage with the bolt - and at the same time, put the operating handle through the cutout in the side of the receiver (making sure the bolt handle is turned the right way). While you move the slide into the receiver to engage with the bolt, it must also be engaging properly with the operating handle (bolt handle).
Now, in all of this, make sure you place the rear end of the magazine tube into its proper position at the front of the receiver. The same lug that the mag tube sets into will also act to retain the action spring.
My problem was that when I went to move the slide to the rear, I would allow the magazine tube to disengage from the gas cylinder block, and then I'd have to start over. It helps if you can grow an extra pair of hands, but you can get by without them. I did.
The photo shows how it should look when you've done it right.