It is usually a matter of getting the tensioner in the clutched position, installing the belt over the deck drive pulley at the engine, but not all the way to the top. Roll the belt over the transaxle pulley, over the drive pulley in front- then route it through the tensioner. There may be guides to consider as well. Some Murrays you need the steering shaft out of the way too. Think your way through it and take a pic of the old belt routing before you cut it off if you wish.

Go to the web link, then look down the list for "42502x8.21" and click on that for a diagram of the belt installation. Make sure that's how you have the belt placed.
http://www.partsandservice.com/html/Murray/lt/lt42502x8.html

Uh-oh . . . there seems to be two belts in the mower. Javert, the diagram at the link shows the deck belt, but I bought a drive belt, which seems to be pictured at 42520x8.09. I hope that's the one I need.

Thanks, both of you, for responding. Tom, you're speaking a foreign (to me) language, but maybe my son will recognize the terminology. :-)

Oops, I sent you to the deck belt diagram, but I see that you found the drive belt. Sorry about that. Just make sure that the BACK side of the belt is against the idler pulley (#41 in the diagram - this part is also called a tensioner.) As tomplum said, put the belt around the engine pulley and the transmission pulley first, then slide it onto the idler pulley.

Thank you!