Terry,
In theory*, it shouldn't matter. What is important is that you push the number 1 jaw into a slot and get the start of the scroll to engager the first tooth. Then, before the scroll front reaches the next slot clockwise, push the second jaw into that slot and rotate the scroll just far enough to grab that jaw; proceed similarly with 3 and 4. After engaging each jaw, give it a good tug to make sure it has actually been engaged; if not, back off the scroll and try again. You will know if you have done it correctly as if you haven't, the jaws wont all meet in the exact centre.
One some chucks I think the No 1 slot may be marked; if so, use it and then go round clockwise. It may also be interesting with an unmarked body to use each slot in turn as No 1 and see which gived the lowest runout. Then, obviously, mark that as No 1.
David
*Obviously, there may be cases of poorly-made chucks where this is not true.
Edited By David Littlewood on 09/08/2012 16:46:49