Bought this as a gift. Putting the pictures in was difficult and took a delicate touch. Shallowgamer's advice was  helpful.

There are 4 removable plastic windows in the locket (2 in the middle piece and one in each of the front and back). I printed the photos on regular printer paper (thinner than photo paper and easier to fit into the locket with the plastic windows). Don't do this unless you have a nice printer or your pictures will be very grainy! I used the plastic windows to draw an outline around the picture (to determine size). I cut my pictures and "laminated" them in clear packing tape and trimmed the edges. The goal of the packing tape was protection, but it also helped the picture look like it was printed on photo paper. I inserted the front and back pictures with the plastic window on top. These two "pop" in, so make sure your pictures are properly sized! The middle two pictures are inserted into a slit in the top of the middle frame. This can be near-impossible to do if you're using the plastic windows. As I said, my pictures were on printer paper, which is thinner to begin with, and I still had a bit of trouble. I put the pictures back to back and "laminated" them with clear packing tape and sandwiched this with the plastic windows. I was able to fit these in with a bit of effort and a few tries.

In the end, it looked lovely and the person to whom I gave the locket was incredibly happy.