I know it may sound simple, but could figire it by myself and coudn't find the answer here. I bought for my SD one of these:

But can't install them on the bike. Should I remove the inner rubber with nut that comes orginally? And what about the rubber they come with? Thanks.

You may have to tight it a bit before inserting on the bar.

Because the bulge created by the nut tightening is what makes it stay in place

Make sure the bar and rubber are dry and without grease to make friction

Nice avatar

yep, just different size covers