Got one of these myself. The recommendation appears to be windows up for best performance. As for fitting are you referring to the clip / clamp not going into the slot. I find they can be a bit fiddly but a firm push down works and the click is obvious when it's seated in properly.
hi prince ye we found it better with the windows up, and ive sorted it out now thanks like u say a firmer push i was iffy at first as i didnt wont the break the latch but its right home now , so come on the SUN
hi neilrr, i dont know as no marks of brand on it, got iot of ebay but it came off a clk320 w208 cab. and the last owner said it came with the car but there are a few different types out there that will fit the clk , only been used a few times and its like new . the back seat blind in the pic was in the car when i got it slides under the rear seats when not in use , im amazed how well it works, and as prince says works better with the windows up