Dave,
The other Dave has the principle right, but with a new belt it is stiff and unyielding.
Try turning the belt "inside out", so the radius of the curve is on the inside, when the pin will naturally be nearer the slot. You may then be able to poke a blunt instrument into the resulting gap in front of the pin and push it along.
You will see that on the joining part of the link there are 3 holes with the belt slit between them. The problem is you need to get 2 pins into each link, as the links overlap by 3.
Put on some gloves and give the links a good wiggling about to soften them a bit. You may need to resort to clamping in a vice to give you 2 hands free.
Like riding a bike, (or folding a bandsaw blade) once you've done it it's easy!