Check to ensure the frame of the door is approximately 9 inches smaller than the opening.
Cut 10-inch strips of tar paper using a utility knife. Center and attach the strip situated on the stud's side using a staple gun and staples.
Install 2-inch shims on the side of the fixed panel of the sliding door. Check to ensure the shims are completely plumb with each other. If not, adjust the thickness until you reach the desired result.
Push the frame tight to the shims after framing it in the opening. Check whether the space between the stud and the frame are equal on both sides of the sliding door. Take out the frame, and apply caulk along the bottom with a caulking gun.
Ask an assistant to hold a straight edge approximately at the top shim's height. Screw the frame to the stud at the proper height with a drill or screwdriver.
Install the operating panel -- in most situations, from the inside. (You will also need an assistant for this step.) Check for a hole containing an adjustment screw in the bottom of the panel, and adjust it until satisfied with how the door operates.
Install the handles, and check whether the door operates securely and that the outside casing pieces fit flush with the door and are sealed from the elements. Run your hand along each edge of the door to feel for draft. If you have installed the door properly, it will be airtight. If not, remove the door and reseal it with tar paper and shims.