Check that the head length of casing fits, and nail it into position (Image 1).
Drive in nails along the entire lengths of casing (Image 2). Use six nails on the head casing and eight for each jamb.
Use a nail set to drive all nails below the surface (Image 3).
To keep mitered corners tight, you will need nails through both pieces. Prepare for this by drilling pilot holes (Image 4).
Drive a 1" finish nail into each pilot hole on the mitered corners (Image 5). It should run through the outer piece of casing and into the head section, to hold the joint tightly. Then fill nail holes and sand smooth, if necessary.