Most of the time, installing a clip-type master-link on a chain is an absolute no-brainer. You either grab the ends of the lower run between the sprockets and slip the link in place, or drop the ends onto the teeth at the back of the rear sprocket, which should hold them them in place until the link is installed.
Should. But sometimes, the chain just won cooperate, either because you don have enough hands to hold both ends of the chain while inserting the link on the lower run, or because the sprocket and/or the chain is worn just enough that the holes in the ends won line up with the link. What is by the way a good sign to start thinking about a new chain and sprockets. Anyway, if either scenario sounds all too familiar, the Regina O-Ring Master Link Pliers from Cheap Cycle Parts may alleviate the pain. Essentially, these are simple pliers with little hooked tips that grab and hold each end of a chain by its last roller so you can just pull the ends together with one hand while inserting the master-link with the other.
The Regina O-Ring Master Link Pliers also work just as well when you're attempting to remove a master-link, a task sometimes made difficult by wear, dirt and corrosion. Once again, just slip the pliers around the two end rollers and squeeze until the link can easily be pushed out of place. No rocket science involved here, just a lesson in mechanical advantage.