Here is what works for me:
1. Remove cable from tuner.
2. Locate ALDL plug near emergency brake. It is easy to do this with the driver's door open while standing outside the vehicle (yes I know what the instructions say, but the dome light is not going to drain the battery that badly). I leave the door open and stand outside the vehicle while programming my truck. The dome light is useful for viewing the display screen this way and you can easily angle the tuner toward the light.
3. Inspect ALDL plug, make sure it is clean. Plug cable into ALDL, make sure it is firmly seated.
4. Plug cable into programing unit -- make sure it is firmly seated, but no need to use the screws.
5. The tuner should come up with a message saying to turn your key to the "On" position. This means the "Run" position that is all the way forward -- as far forward as you can go without triggering the starter motor.
6. Navigate tuner menus