Extra steps if you don’t live like a savage and have a double-wall bin with lid, all fancy lever-operated and everything:

1. Open lid
2. Take inner bin out
3. Do the bag dance as in previous comment
4. Pull the new bag taught around the rim at the obvious places, that being recesses in the bin walls
5. Lift the bin in, the bag will be caught securely between the walls of the inner and outer bin, even if it’s too big
6. Close lid.