I use a threaded rod and a variety of washers... never had any trouble with this method. In the past, I've smacked them in with a hammer and a block of wood, but I like the threaded rod. It's easier. It cost me about $2.50 at the hardware store. I find the main thing is to take your time and make sure the cups are going in straight. Here's a basic plan, courtesy of the internet and google:
http://www.mindspring.com/~d.g1/headset.html
Mine's a bit different, but along the same principle.