Does the Fel-Pro valve seal kit that Auto Zone sells come with a little installation tool? It was around $15 for the kit but I had to special order it.
It comes with a little clear plastic tube that lets you slide it onto the valve stems. It's easier to not use them though, although you're supposed to. Haven't had any trouble so far.
Use the "condom" that comes with the stem seals.
Put a little oil on the tube.
You don't want to nick the inside of the seal when you slide it down over the stem.