Yeah, once you know how, its rather easy isn't it
Those big cylinder ones I thnk are ones to secure the side of the case if its a removable window by the way. I have some, just incase I lose the one.
Hmm, depends really, as it would be easier to put it in when out of the case though you'd have to make sure the motherboard is not on a surface that'll force anything down thats not meant to go down when you push the RAM in, so saying that, i'd do it after securing the motherboard in the case, thats what I did
Its a bit fiddly, though you get there in the end