Installing master links is really easy if you use this trick, but first make sure the master link is installed the right way. If you have a SRAM Chain, the arrow on the link should point in the direction the chain will travel.
The trick: with your link installed underneath the chain stay, back pedal the crank until the link is above the chain stay. Pull the rear brake, and hold it while you pedal forward. The link will pop right into place.
To remove a master link, the only trick is to use the right tool, such as MLP-1 master link pliers from Park Tool. They take a huge amount of headache out of the process.