1. Make sure any washers are removed from the crank arm. The crank puller needs to push against the BB axle. If a washer is left in there, the crank arm won't come off and you could strip the threads of the crank arm.
2. Make sure the puller fits into the square hole of the crank arm. Without the collar threaded into the crank arm, try to insert the tip of the puller. It may be snug, but it should fit. If the tip of the puller is flared out from heavy use, file off the flares.
3. Grease the threads of the puller - the threads on the handle part, not the threads on the collar.
4. Grease the tip of the puller - the part that presses against the BB axle.