You can read about planting Lilies here. Nothing extraordinary, just provide them with excellent drainage. I like to add some bone meal or Bulb-tone to the soil.
Good luck!

Thanks alina, that was a nice webpage and helpful illustrations. Now, I am all set to get a couple of late purchases in the ground tomorrow. :-)

Late purchases are fun :o) I had an Asiatic blooming in October for me once.

Plant them on their side to allow water to drain off rather than pool at the base of the scales.

Ooops! They were forecasting rain and we ran out and got them in the ground last night just as it started to sprinkle. Pitimpinai is it worth digging them up and putting them on their side? Or would a handful of gravel under the base of each be an idea too?

Nah, leave them be. Gravel underneath is cool too.
They'll be fine. Enjoy your lilies. :-)

Thanks Pitimpinai! Now if they will just start coming up. [g]