1. Make sure the pin is pushed into the strap attachment all the way, before you attempt attaching the pin into the binocular. If it hasn't clicked into that strap attachment, then the pin is not far enough into the strap attachment and the strap is not ready to attach.
2. Then, look at the plastic head portion of the pin, the part you turn, and you will see some knurling consisting of small lines on the perimeter. When you push in and turn, place your index finger and thumb on opposite sides on those lines. To be exact, pinch together the inside of the end of your index finger's distal phalanx and the inside of your thumb as you grip just the knurling. By using the knurling, you shouldn't need a rubber gloves or a gripper. On the other hand, if you are applying pressure to the smooth center portion, it may slip or not turn. (If you look above at the beginning of Swarovski instructional video, you will see the correct position for the correct grip, which makes it much easier.
3. Push in first, then turn clockwise to tighten while maintaining the pressure inward, until it won't turn any more. At that point there is a bit of a click.
4. When removing the strap, you will use the knurling again in the same way to apply inward pressure, before turning counter clockwise. If, at first, it won't turn, apply more inward pressure on knurling before turning.
5. When you think you are done, release the inward pressure and try turning the pin. It shouldn't turn if you have done all this correctly. If it still turns, push in again and turn some more until it doesn't. My point with this is step, is it is good idea to check that you have done it right to avoid any accidental detachment.
(It is sort of like a child-proof medicine bottle cap. However, until you get the hang of it, it is more of an adult-proof cap)
I should mention one other thing, which is probably obvious, but wasn't to me. When you first get your binoculars and figure out how to remove the pin, you must also remove the trim rings that are attached to the binoculars with the pins. I had tried attaching my strap over these rings, which obviously wasn't going to work.