Using 2 pairs of flat-nose pliers, open the jump ring (see jump ring hint in Jewelry Basics 101 (PDF), and add the bee to the inside loop of the donut bail. If the bee bonks the bottom, then take it back off and cut a about 1mm off the jump ring and re-shape it so it closes securely again.
Extra Tip: Have you noticed that when you use wire cutters, you usually have one flat (flush) cut, and one end that looks like a V? Take a look at the blades of your cutters and you'll see why. When cutting, make sure the flush side of your cutters are on the part of the jump ring you're keeping, so the part that you're discarding has the V - otherwise that V point will result in a poorly-closing jump ring.
Keeping the opening of the jump ring to the back of the pendant, re-add the bee.
Open the hinged portion of the bail, and slide the bail into the center of the square link. If necessary, use your nylon-jaw pliers to push it into place and/or reshape any parts that aren't quite right. (Sterling is soft, and sometimes gets a little distorted during transportation.)
Slide the top of the bail onto your necklace chain. If it won't quite fit, then use your nylon-jaw or chain-nose pliers to slightly oval-ize the jump ring at the end of the chain, so the bail can slide right onto the chain.
Extra Tip: Charms 7mm tall (or shorter), will work in this bail. 6mm Swarovski Rivoli pendants are super cute! Just use a round jump ring instead of an oval jump ring.