I just finished putting mine together. While it WAS a challenge that could have been averted with a little better mold construction; it was nothing any modeller worth his salt couldnt do.
Foot Peg: You need to align the foot on the downward slope and bend the "ankle" joint to give the model a vertical posistion. Zap-a-gap and green stuff gap.
Leg: Dry fit and bend (pressing joint against table)until you get her legs spread (lol isnt that what every guy wants) but not too wide. Then pin, glue. and greenstuff.
Arm: Here's where the problems begins. To get this posistioned "believeably" it took quite awhile. Eventually, I posisioned the shoulder with the peg almost poking out of the socket, and her forearm beside her face. This left one of the "hand pegs" slightly out of alignment, but bending the arm didnt look natural. *Pin shoulder & one hand, glue, Greenstuff.*
Horns: leave curled for convienece. Drill sockets a little deeper. Use a hobby knife to "Sharpen" the blunt ends of the horn until it fits into the drilled hole. Glue one and LET IT SET before messing with the other. When they both dry, use tweezers to hold base of horn and slowly uncurl the horn to desired shape.
Wings: I thought THIS was going to be the hard part, but it was actually very easy. Glue the pegs into the sockets and let dry. When DRY, hold the base of the wing against the back tightly and bend the wing to the desired shape in small bends, starting at the attachment and working away from the models body.
Hope this helps.