Removing the old pins requires a good amount of force. It helps a bit to turn the pin a few times before pulling. Then pull straight up with pliers or the like, using a firm steady force. Just like removing your shift knob, be sure you're not going to hit yourself in the face when the pin comes off. I wrapped my original pins in shrink tubing before removing, but still wound up with some marks on them, they were really stuck good.
Installing the new pins is easy; open the door, hold the interior door handle out and push the pin onto the rod. It'll take a little time and a good amount of force. You can also turn it a little bit once it's close to being all the way in, which may help with getting it on those last few millimeters. When done, the pin top should be flush with the surround ring when you lock the doors. There's really no need to worry about them coming off accidentally; these pins aren't meant to be pulled, only pushed. Once they're in a reasonable amount, they can't snag on anything when the door is being locked (the bottom of the pin is well below the top of the surround ring).