Inserting the Holy Trainer 2 lock

I have a very difficult time getting the lock fully inserted on my Holy Trainer 2. It sticks in the space between the ring and cage portion 9 times out of 10. I am careful to have the lock straight, and it still sticks. Is there a way to know when you have aligned the cage and ring pieces correctly, so that the lock will easily insert? This issue is keeping me from using this device, as it frustrates my keyholder to the point where she gives up and walks away in disgust. Not the kind of reaction I was looking for.