The PAL8942 is mounted differently than most Socket478 heatsink/fan units, in the sense that it does not make use of the conventional mounting mechanism provided with most motherboards. Instead, it is screwed directly into the motherboard using the four mounting holes around the CPU socket. While this is a great method of ensuring that the heatsink is seated correctly and will not fall off, it may become a hassle for some of you because you have to remove your whole motherboard (or motherboard tray) to install/uninstall the unit.
The unit itself has to be manually assembled, however, this is not too difficult and shouldn't take any more than five minutes of your time. Firstly, you have to screw the provided standoffs into the four motherboard holes surrounding the CPU socket. Then you place four small springs into spaces in the heatsink and screw it (the heatsink) down onto the standoffs. After the heatsink is in place, the fan can be installed. All you need to do is place the fan shroud on top of the heatsink and then the fan itself goes on top of that. Then it's just a matter of screwing the fan into place, plugging it into your motherboard and you're ready to go.
This may be difficult to understand in text, however, Alpha supplies a small booklet with the cooler that explains to you, with pictures, exactly how to install the unit.