I use a heat gun. I bought it for $12 at Harbor Freight. It is super easy. After the bottle is corked, drop the capsule over it. Then I use a cork directly on top to hold it down (the gun can be a bit hot when bottling a lot of bottles). Starting at the top of the capsule with the heat gun, I rotate the bottle and always have perfect shrink.
I suppose if you picture this really you would realize you need 3 arms. For me, I usually have help. If I don't, I've done it without the upper cork but it is not 100% success rate on even shrink.
Also, afterward I put a note on the top of the capsule on the gold foil that indicates what wine it is. Like "Ch 11" for Chianti 2011 or "BB 11" for Blackberry 2011 or "Car" for Carrot. See, when they are all on their side in my wine rack, they get lost when I'm looking for a particular wine I want to enjoy.