On the dist, you can leave it right where it sits, no point in taking it out for a head removal unless it gets in your way.
The sprocket, first I wire the chain to the top sprocket so it stays in the right place. You then pull the sprocket off the cam, and you can pull the head leaving the sprocket in place. The tensioner is usually pretty easy in my experience. The plastic screw head deal can break or the tab on it can break off though. Maybe the tab is not there, or something isn't quite right. It should push in if you have it turned to the right spot, then you can lock down. It really never seemed to make much difference that I could see. Just wire down the chain to the cam sprocket and go for it if you can't get the tensioner quite right. As long as you can get the sprocket on and off, having the tensioner tight just reassures you that the bottom sprocket won't slip on the chain.
