Load them with as many bearings as they hold.

Tips:

Load the bearings and hold the pedal with the cap side down, drop the spindle into the pedal and slightly install the cone by hand. The tricky part, pull down on the cone and turn the spindle by hand to draw the cone up into the pedal. There must always be downward pressure on the crankside bearings as you turn the spindle. It can get a tricky as the cone goes up inot the pedal, sometimes I'll use a screwdrive to keep the cone from spinning.