The key is: patience. You can't put your heddles on in a rush or while watching TV or while having a conversation with your friends. Trust me, I've tried, and usually when I do that I make a mistake. In the long run, it's a lot easier if you take your time and make sure every heddle is on the right warp thread because one crossed heddle or one missed heddle means you're going to have a lot of not-so-fun troubleshooting ahead of you.
Although you still should follow our warping instructions (the .pdf can be found here: http://www.mirrixlooms.com/warpinginstructions.html) I made a few small diagrams that might be helpful to see how the heddles should be put on your loom and what mistakes you might make.