heya,
i'm having hte same issue at the moment, the vital part which i'm missing (and guessing it's the same for you) is a plastic ring with a slit in it (basically a drainpipe which is just wider than the rings, with a vertical cut down one side so you can change the diameter of it)
then what you do it put the o-ring into the glove, far enough into it that the glove can be folded over it (inside the glove. but don't do this yet!!) then coil up the drainpipe type bit and push it in and open it up so it holds open. THEN push the end of the glove in so it is on the inside of the drainpipe bit
now put the ring in place, then, when the o-ring is in the right place, coil down the drainpipe bit again and remove it (so that the o-ring rests in the groove and holds the glove onto the ring) and bobs your uncle, fanny's your aunt, and you're one happy diver with luverly warm hands
YEY!!!!!!!!!!!!
hope that helps, let me know if any bits are confusing.
Dave