Once you've paired the Insight, here are some hints to make good contact:
1. Make sure the two sensors on the black rubbery reference arm are touching skin behind your ear. It can be bent into shape to make sure it sits there. Initially it may help to press against the back of the reference arm while you get the other sensors started.
2. Make sure the two forehead sensors are touching skin, roughly 3 finger widths above your eyebrows or a little lower.
At this stage (assuming a connection) the reference indicator changes from red to green and one or more of the other sensors will change colour.
3. You can start to work the headset around a little to make the connection located on the inner face of the headset body. It needs to penetrate the hair, it may help to sweep the hair away before putting the headset on, or starting with your hair a little damp.
4. Work the headband sensor under the hair and try to touch some scalp above the right ear.
5. The rear sensor is the hardest. It needs to work its way under the hair mat and find a piece of scalp if possible. Parting the hair around the sensor with a comb might help. A simple cheat is to put a drop of contact lens fluid or saline (good old salt water works fine, does not need to be very salty - you can also mix salt water with household glycerin which lasts much longer). Drip the fluid onto the hair just above where the sensor is resting. Perspiration and the sensor's own fluid should keep it going once you make contact.