Fitting a Velux loft window in my slate roof?

My house is over 100 years old , im in the process of converting my loft , the problem is my roof is slate and has no felt under the slates , im a bit worried it may leak if I start messing about fitting this type of window , is there any special fitting kit you can buy or is it just a case of felting around just near the velux roof window rather than under all the other roof slates , I dont want to fit this plaster it all up and then it start leaking