Normally I would agree with them but this is as easy as it gets.
You have a new gasket so I recommend you take a razor knife, run it around the edge of the old window seal cutting the outside of the old gasket off. The old window will pop right out. Clean the opening and put a bit of KY on it.
Put the new gasket on the new window, put the cord in the gasket. Position the window over the hole. Get it as snug as you can without pushing too hard on the glass.
Pull the cord out so that the gasket lip goes over the window frame. Windex the window and you are done.
72 Series III 109 SW Diesel, 03 RR, 98 Porsche 986, 01 Porsche 986 3.6 L