If you have the closed toe compression socks, this is one way to do it. (some compression socks come as a tube with each end open. Some come as an actual sock.)

linky to a youtube video

The video is actually for some exercise thing for athletes, but it's the same theory that my aunt the nurse practitioner showed my parents once how to put on the closed toe Edemawear. (Edemawear is one of the brands that has either open toe tubes, or the closed toe socks)