Do you have this kind of toilet paper holder?

First push one end towards wall, the end with 1 rod and 1 metal stem catch, (which is the loading side).

The end releases and it pops open.Take old roll off.  

You can see the mechanism in this photo.

Slip new roll on, all the way over to the end.

Make sure the rod and metal catch are lined up to the hole in the arm.

Push arm to connect.