You are supposed to put the shaft in at the same time you put in the pump. The shaft has a small clip on it near the top to prevent it from pulling out whenever you pull the distributor.
If you are trying to put the shaft in after you have installed the pump, you will need to remove the clip, and be careful not to drop the shaft into the oil pan!!
If you are trying to put the shaft in after you have installed the pump, you will need to remove the clip, and be careful not to drop the shaft into the oil pan!!