Well, I've now got four hives, but it didn't all go according to plan...Namely, the weather was crap (overcast, a bit of rain, windy) and I couldn't find the queen in the original hive.
Here's what I ended up doing:
1. Install both packages of bees into their hives.
2. Search for queen in original hive.
3. Get stung.
4. Realise that I should really be using smoke.
5. Search for queen in original hive.
6. Mishandle a frame of bees.
7. Get stung.
8. Realise that I can't find the queen and I should get the hives closed up soon.
9. Shake bees off three frames of sealed brood comb from the original hive and transfer them to the fourth hive.
10. Shake some bees from the third hive into the fourth hive and put the last queen in the fourth hive.
That was Friday's effort. I had a quick peek this morning before leaving to come back to the city and the bees were still eating out the candy from the queen cages. All three new queens were alive on arrival, so things went fairly smoothly. Also, this time I was prepared, I gave them a squirt with sugar syrup shortly after picking them up from the courier depot just in case they'd run out of syrup in their feeder cans.