Does anyone have tips or tricks to getting the merge collector to slide on? All the pipes are still loose and easily manuverable, but I'm having a hard time getting the collector on. I can get the two bottom pipes to slide on about an inch before things start to bind up. Right now I have the two bottom and one top pipe in and the final pipe just barely in, but it won't seem to budge any further. I'm still several inches away from two tabs lining up that get a bolt in them to hold the whole thing together.

Did you leave the exhaust port connections loose?
They shouldn't be tightened until the collector is in place.

Yep, everything is on really loose.

Can I spray a littlt WD40 down the collector to lube things up? Will it just burn off or catch fire?

I typically use Never-Seez. It will smoke when the header heats up but helps get it back apart if needed. Milk of Magnesia is better for long-term anti-seize.
When a header is H/T coated the joints are more susceptible to galling and anti-seize is even more important.