Hello Spud42, It is fiddly but possible to do. I'd recommend not trying to remove the plastic sheath as it will probably break.
The trick is to get two lengths of line and thread one through one of the slots in the sheath and through its corresponding hole in the hub. Do the same with the other line through the other slot and corresponding hole. Make sure you pull enough line through so you can stop the lines being pulled back out of the holes ( or tie a knot in each) then, holding the hub, rotate the sheath and this will wind the lines round the hub. Once you've got it going it will probably be easier to gently hold the sheath with the tips of your fingers and thumb and rotate the hub.
I've not tried it but I suspect it could also be done by using one length of line threaded down through one slot and hole and back out through the other hole and slot. Then wind the line on as above.
Hope this helps. It is fiddly but can be done.
Reluctant gardener
May 2011