Essentially, it boils down to this:
1) Open the shipping bag, empty into some container (bucket, Tupperware, etc). Add something to detoxify the ammonia in the shipping water since they will be staying in that water for a while (some drops of Prime are what most people use).
2) With a piece of airline tubing, start a siphon from the main tank into a bucket. Tie a knot in the airline (or use a flow valve) to reduce the flow of the siphon down to a drip (typically I hear people using 2-4 drips per second).
3) Place the siphon into the container with the inverts/fish, and let this go for 3-4 hours. You can optionally siphon some water out of the holding area if you want to, but I'm not really convinced it's worth it after introducing the Prime.
Once the acclimation period is over, you should be able to net them out and place them in your tank, as usual.