Is there a trick to putting in a nose ring?

No real trick. Slide the curved end in until you reach the bar, and then add light pressure while you twist the straight end until it starts easing in. It should be a comfortable experience, not painful (unless it is not healed yet, and you're trying to do a quick-fix without re-piercing) Once you've found the right spot, the ring should go in smoothly, though it may take a little extra pressure to get the angle hooked in.