No, you don't have to take the rocker arms loose from the cover. Put the piston at TDC on the compression stroke by aligning the "T" mark. Make sure it's on the compression stroke and not the exhaust stroke. On the compression stroke, both push rods will be at their lowest point. If they're not, turn the flywheel one full revolution and stop on the "T" mark again. When you put the two push rods down through the head, make sure they're centered and parallel to each other. Then put the head cover on. If you need to, take the round valve adjusting covers off and stick your fingers through the holes as you put the cover on and you can push on the rocker arms to raise them up to help them align with the tops of the push rods.
The earlier models were a little easier to line up because the rocker arms weren't built into the cover and you could see how to align them up better. You must have a 2002 or up model if the rocker arms are incorporated into the cover.
Most 4-wheeler problems are caused by a loose nut connecting the handlebars and the seat!!
You only need two tools in life -- WD-40 and duct tape. If it doesn't move and should, use the WD-40. If it shouldn't move and does, use the duct tape.