It takes a slight angle ... the correct angle of course... to get the nozzle to insert properly....look at the area the nozzle inserts into...and you will see what I mean. After you get that angle just right, you can shove, push, twist, spit, or whatever it takes to get it in there. Remember to insert the nozzle so that the two retaining "clips?" are in the up top position. Get it in far enough so that the set screw will go in between the two clips and hold the nozzle in place.
Good Luck!
Sprinkler Solutions, Inc.
Arizona and Colorado
www.sprinklersolutions.net