It takes practice. Please practice with an old tip that no one cares about.

Only loosen the middle screw. Do not take out the screw completely (it is easy to loose). Be gentle with the screw. It is a standard right-handed screw (clockwise will tighten). Don't over tighten. Make sure the Phillips screw driver is fully seated in the cross-shaped recess to avoid damaging the recess.

The images below show a tip that is pushed too far underneath the clamp, and a tip that isn't pushed far enough under the clamp. You have to get it just right.

The image below shows a tip that is mounted correctly. The purple line (aligned with the tip) is parallel with the blue line (aligned with glass window).