First, I take a brush that will fit inside the shaft to scratch up the inner walls. The brush I use is from a gun cleaning kit. Second, I use a G5 A.S.D tool (Arrow Squaring Devise). This tool makes sure your shafts are square before the insert gets glued. Third, the same glue I use for my vanes is what I use for my inserts. Super glue of your choice, but you don't want one that is really runny. Gorilla Super glue has the right viscosity that I like. It acts just like AAE Speedset glue which costs almost three times as much. When you install the insert, add glue to the insert only! Also, twist the insert as you push into the shaft and make sure its seated. Fourth and last step. Use the G5 A.S.D. tool again. Now you will be squaring the insert with the shaft.
This may seem like a lot of steps to take just to glue inserts! But I can tell you, when I spin test broad heads to see if they spin true. 99.9% of the time I get all my shafts matched up with broad heads!
I use the same steps as LifeNRA said. Just be sure not to use a standard super glue as it is too brittle and you will get loose inserts. The Gorilla glue, goat tuff and other glues are "flexible" for impacts.