I've tried heating it before, but you can't heat it enough and handle it quickly enough to get it to just drop on nicely. I suggest the following:
- Take the old bearing inner race.
- Break the cage so all the rollers fall off (assuming you've not already done so in taking it off)
- Put a slit in it with a dremel/hacksaw/whatever - This will stop it getting stuck (again, I do this in order to get it off in the first place)
- Drop the new bearing on, then put the old inner race upside down on top of it (thin ends together)
- Find a bit of tube which fits over the steering stem and sits on the old inner race, and is longer than the steering stem.
- Apply big hammer to end of tube...
Using the old inner race should mean you can't damage the bearing.