Our DS is almost 6 months... and we do a really quick wind down as he seems to do best with that (discovered that the hard way! although it might be best to do a longer, soothing wind down as you get started... but I could be wrong!):
I say "sleepy time for a sleepy baby" then hum his naptime song, as we walk to the bedroom. Change his diaper if he needs it, then I lay him on his sleeping bag and zip him in. Give him his paci, kiss his cheek, and then pick him up and place him in his bed. The he plays with his soother or blankie (just a random recieving blanket... whatever is lying around and clean... he likes to suck the fabric) and eventually will drift off.
Hang in there with the sleep training! It will be tough for a few days, but your LO will get it!! It's so worth it once you get to a place where you figure out what works for both of you.
Good luck!