Thing to do is install the setup
dry i.e. with no water at all, and computer off of course, so you can get the hose lengths right and you get a trial run of putting the blocks on (don't use any thermal grease yet, this is just for measurements first). Now you've got it installed and the hoses all the right length, remove the kit from your case
Put down some newspaper (or towel, anything to protect the floor if you're setting this up in the house) and place your kit on that; now might be a good time to add teflon tape (also known as plumbing/PTFE around the barbs, just a thin wrap will do) and to use hose clamps around the connections. Make sure they're on tight but not so tight they are cutting into the tubing. To be extra safe you could also apply some silicon sealant on the ends to make sure it's all sealed up nice. If you do use sealant, put it on then go watch tv or something - give it the necessary time to set, as per the instructions on the tube
Now it's all hopefully secured, fill 'er up! distilled water + small amount of antifreeze/waterwetter/purple ice (I use deionised water seems to work fine). If you're using a 'T' line you'll need to rotate the setup around to work the bubbles out, fill as much as you can. If you're having trouble you could try a quick pulse on/off of the pump to help push some of the water/air around, then refill as needed. With a reservoir setup it should be pretty simple, just fill it up, turn a little if possible then continue filling (while running the pump if necessary)
Place some tissues or blotting/towel paper under the blocks and whereever there is a connection (pump, radiator, t/res etc) this will help detect any leaks.
Let it run for 24 hours like this; if you get leaks probably the best thing to do is empty the water out, make sure the leaky area is dry and resecure the connection, or if that doesn't help try some sealant.. or if the blocks themselves leak maybe see about replacements.
If all goes well after 24 hours and there are no leaks, you can be brave and put it in while it still contains water or empty it out, install it, then refill it
If you're using a graphics card block I found it easier to attach the block to the card outside the case then slide the whole setup in, including the card but that's just personal preference, oh yeah make sure to have applied a thin layer of thermal grease to your chips
Anyone has any other tips feel free to add