Before you put the wax ring on the flange, set the toilet down where it needs to go. If it rocks, you need to shim it. SOme people use pennies, nickels, etc. They also make plastic shims especially for this purpose. Some people don't like them since you don't have alot of surface making contact, and they tend to move. Use whatever you can that will support it and keep it from rocking. Support it around the attachment bolts so when you tighten them down you have something under it, not a gap. You don't need to really tighten them down all that much. Then you can pull it back up, put down the wax ring, reset it down.
Put a bead of caulk around the toilet (most places want you to leave the back open). This will help hold the shims you put in in place, and make the bolts nearly redundent and prevent those late night accidents from getting under the toilet where you can't clean it up.
Terry has a tutorial somewhere on this site...shouldn't be too hard to find. Has step by step instructions.