For the longest time it was a challenge to glue fins on straight. I learned a few things along the way and wanted to give a few pointers for the beginner. Experts are probably way beyond where this is going. These tips are based on my building experiences.
Glue Fins BESIDE the guide lines
I used to struggle with centering the fin on the line I had drawn down the tube. It can be a challenge since the lines get covered by the fin. Instead, glue the fin along one side (left or right) of the line, just make sure that if you go left, you always go left so your fins align.
Marking the Tube
Using a door frame to mark the tube is easy, but not always accurate. I had to be careful about where in the door frame I marked the tube because parts of the frame were wavy while other parts varied in width. For smaller rockets, it probably won't matter, but for a more accurate line, use something like Estes's tube marking guide. Not only will it provide a straight line on most any tube, you can use it to mark a ring around a tube by sliding the tube off the end. The guide is fairly cheap. Here's a link to the Estes site. I provide it, not as an endorsement, because there are other brands and versions, but as a visual for what a tube marking guide is. As with any hobby, there are a lot of gimmicky tools out there, but this is one I have found useful. The version in the link also comes with a fin guide which eliminated the need to cut out the paper ring. Place the tube over the guide and make tick marks on the tube, then use the tube guide to draw the lines. This tool may not be as useful for rockets that are very large or very long.
Sand Those Fins!
There are different levels of sophistication when sanding fins. Are you looking for showroom quality or are you building a four inch rocket for Cub Scouts and you're anxious to see it fly? If the latter is true, sanding the fins may not be necessary (while building is certainly part of the fun, those small rockets are a blast to launch). There is one exception. You do need to sand those little burs that connected the fins to the balsa sheet. The best way I have found to do this is to place a sheet--or section of a sheet--of fine 180 grit or finer sandpaper on a table. Grasp the fins one at a time and drag them a few inches over the sheet using light, even pressure. You should only have to drag them over the sheet two or three times. The picture in your instructions likely shows an illustration that implies holding all the fins together. Nothing wrong with that. I've done it both ways. I prefer the single fin method. If you don't get carried away, a few light drags over sandpaper to remove the burr is not going to change the world. You should stand all the fins up next to one another to see if they match. If one it taller than the rest, drag it a few more times. You should also, at a minimum, sand any edge that is going to be glued. The sanding you did to remove the burr is probably good.
A master builder will sand the sides of the fin too. Not easy to do with just your fingers and some sandpaper. You will need a sanding block. Hans "Chris" Michielssen has an excellent How To page for beginner level rocket building (http://www.nar.org/HowToBuildAModelRocket/index.html). His site, along with the many great tips offered in this forum, are invaluable resources. Hans recommends the Warner (Drywall) sanding block. I'll take his word for it, but know that his recommendations--or anyone else's for that matter--are based on personal experience and preference. While you're at his page, be sure to click the "continue on to page 2" link at the bottom of the page for the How To portion. I missed it the first time I went there.
Depending on the glue and how much you use--less is more--, 20 minutes is the gold standard before you begin to place a glue bead down the side of a fin. I use Elmer's Glue All. I know what you're thinking, but I have never had any problems. Some people will use wood glue, and I have a friend who insists on using glues like Krazy Glue or Super Glue--which dry super fast, but they can get messy. The only thing I do that others may or may not is to add an extra bead of glue to each fin. Drying time on the bead will be longer because there is more glue to dry. Lastly, don't forget that it's glue, not bathroom calk. That smooth, curved surface you see once you've dragged your finger along the fin to smooth out the glue won't be there once the glue dries.
Finally, It's not Rocket Science
Well, it sort of is. Building rockets is fun. Unless you have to build and launch it today, there is plenty of time to put it together. There really is a lot of flexibility in building rockets. I've seen cub scouts glue fins on in various configurations regardless of the instructions, and, as long as they were straight, the rocket flew like a champ. If you break a fin, you an buy balsa sheets at most hobby and craft stores. Take the broken fin with you so you can match the thickness as closely as possible. Have Fun!