I agree with VehiGaz' statement on the Bilsteins -I have the Billis and the Ranchos and the Bilsteins are 100x better in every respect.
The will require some effort to compress, I suggest NOT using the crowbar method however.
If you have a copy of the maintenance CD (Tone's site), look for the shock removal/installation section. It details the use of a 'zip-tie', figure-8'd around the shock body to keep it compressed. Use a big zip-tie or two, and have a buddy help you compress the shock.
Holding the shock perpendicular to the ground and upside down, I put the upper (stud) mount on a piece of wood, and put all of my upper body weight onto the lower mount (I put a long bolt through the eyelet to help out my hands). I weigh just about 200 lbs, and after a few seconds the shock will move and compress to its shortest length. While holding the shock compressed, I had my wife loop the zip-tie around the shock body and over its 'shoulders'.
This is sufficient to keep the shock compressed for installation. Don't be tempted to run the zip-tie through the mounting eyelet, it'll damage the bushing and be difficult to remove.