Here's an e-how article I found on the topic:
Difficulty: Moderately Easy
Things You’ll Need:
Tape or Glue Adhesive
Hair Clip or Rubber Band
Step1The lace should be trimmed to your specifications at purchase or by you or someone else before you apply the wig. Wrap your own hair tightly in a circle. If you'd like you can put on a wig cap. If your hair is short you can just comb it back. Your hair will need to be smooth and tight so the wig will have a snug fit.
Step2 Scalp Protector Make sure your skin is clean. With a cotton swab, swab scalp protector near the edges of your hair where you will apply the wig adhesive. You can also use 99.9% grade isopropyl alcohol instead of scalp protector.
Step3 Lace Wig Glue If you choose to use glue for a stronger bond brush or swab the glue as close to the edges of your entire hairline as possible. You may want to layer it twice at the nape of your neck to secure the hold. After your first time wearing it, you will know if you require a double layer of glue at your nape. Be sure to follow the application instructions on the box or bottle. Instructions typically indicate that you should allow the glue to semi-dry then apply the wig to avoid messiness. If you choose to use tape or cream adhesives you should place them in the same location. Be sure to follow the instructions, which should come with the package.
Step4 Lace Wig Tape Gather all the wig hair into a clip or rubber band so it won't get any adhesive on it when you apply the wig. Align the edge of the lace with the edge of the adhesive, press and hold a few seconds.
Step5With the back of a thin comb press down on the lace around the perimeter of your head until it is completely blended and you can only see the wig hair at your hairline. Style as desired by parting anywhere, wearing updo's, etc. No one will know it is a wig!