Open the sliding window about 3/4. Insert screen between two panes of glass from inside, but with lugs pointing forwards/backwards. Once inserted between the panes then slide them into position and ensure lugs fit home. Reposition windows to desired position. This method works for me!
That's great! I've been struggling with this as well and now I've done it. Not helped by the VW label not being upright when the thing is in the right position.