Hold the pen over a flat, well-lit surface in case you drop any lead.
Unscrew the top half of the pen and set the lid aside.
Grip the mechanical-pencil portion of the pen between thumb and forefinger and pull it straight up out of the pen base.
Holding it upside down, put several pieces of .5 lead one at a time into the mechanical pencil portion. Once it's full, tap it a few times and push it back into the pen base.
Screw the lid back on and your E3 is ready to go.