Hmm, I have her still in her stock 'sock' (LOL!) from when I got her for Christmas, have you tried putting it in an elastic and then pulling the ponytail through? That might make it easier, if you can get a good enough grip on it.
I just checked my AJ, and you're right, the sock is REALLY tight on her hair. My only thought here is you might have to pull it in much like customizers pull a new tail through the old tail-hole on a pony. Basically, you'll get a loop of wire or thread (something strong; fishing line?), make a big loop in it, and slide it in backwards through the sock. (The tweezers will help you pull the wire loop through!) Put the mane into the loop, fold it over enough so that it won't fall out, and pull it through the sock in one clean motion. Sometimes the hair will fall out halfway, so you just pull it out and try again!
I hope I'm explaining this well, basically you're tying a loop around the hair so you can guide it back through the sock.