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Leave the door off to start with and make sure that they know where it is. Show it to them with the cover off to start with, and then when they show signs of wanting to go (pawing at the floor), shove them in there. We found that the little door is actually a really good way of training them to use the cat flap when they are older. Although we still had to tape the bloody thing open for the first fortnight with our eldest cat . Really hoping that our kitten is a bit quicker to get the hang of it!
TattyCatty, agree completely, although ours have never learned to use it with the door on unfortunately. I think they're claustrophobic, or just little buggars, (I know which one I'd go with!) even without the door it's a big improvement on the open trays though.
Also, they quite liked it when I turned the door to the wall, with enough room to get in obviously. I think they're shy (or, there again, the little buggar explanation is probably closer to the truth!)