Just squirt it in....but not too much.
Linda C

If you like a lot of filling you can alway stick a skewer into the donut and make a gentle sweep of the interior careful not to get too close to the sides. Then place the tip of your pastry bag at the hole and fill gently.

I do this with my cream puffs too so I don't have to cut the tops off.

"vaherbmom" Here is a website you ought to see. It takes you through, step by step, with two different methods:

http://forums.egullet.org/index.php?act=ST&f=72&t=96166&st=0#entry1315731

Lisbet, that was great, thanks!