Hello all, I had a go at this last week in order to cover up my grotty sills so am in a position to offer some advice. Excellent diagrams by the way...
If you're installing skirts on a car that did not previously have them, you'll notice there are a series of small black bungs on the underside of the sill (not to be confused with the larger ones) which, if removed, reveal a small rectangular hole - on cars fitted with skirts these would have internal plastic threads to take the self tappers which fix the skirts from the bottom - as shown in Smaky's diagrams. If the trip to the dealer seems a bit too much like hard work remove all the small bungs and force plastic plasterboard fixers of an appropriate side into the holes ensuring a tight fit. This will give you something to screw into, and more importantly, something that expands.
Next, make sure the mating surfaces between the top of the skirts and the sills are clean (carb cleaner, alcohol etc.) and apply either very good double sided tape - as suggested above - or body panel sealant. I've got it to work successfully with the latter, but haven't tried the former, though if Smaky says it works, I'm sure it does!
Using washers if necessary, loosely screw the sills up from the bottom, allowing the top (which at this point should have a beat of sealant along it to dangle until you're confident it's level front and back and you can push it up into place, allowing the wonderful Debbie McGee (or whoever your assistant might be) to finish tightening the self tappers into the plasterboard fixers.
Work your way along applying pressure at the top (you can always cut off any overspill once it's dried) ensuring a good fit. Keep pressure on it for as long as you can bear, watching out for any bulges
If you try to do it when it's damp, use pritt stick, attempt to screw straight into the metal or get bored half way through, chances are you'll have a gap between the sill and the skirt big enough to grow a small rhododendron within about a week.
Best of luck.