Hi Herbie,
With the jaws out, turn the chuck key counter clockwise, and you will see the scroll turning. Keep you eye on one of the empty jaw slots and look for the end of the scroll at the outermost part of the chuck. Let the end of the scroll go slightly past the slot and then insert the #1 jaw and tighten the chuck just enough to engage the jaw. Then proceed to tighten the chuck and keep an eye on which slot the end of the scroll goes to next. This will be where you put the #2 jaw. Then repeat until you have all three jaws installed.
Hope that helps,
Kel