The aluminum shroud fits over the top of the heatsink sandwiching the aluminum stand-off tubes in-between so as to hold the shroud slightly off the top of the heatsink.  When properly installed the aluminum tubes should not be visible.

  The above diagram is meant to be only an aid to help with the installation of the ALPHA PFH6035 heatsink.  The individual parts are self explanatory and the installation is simple. The above diagram illustrates the fan drawing air from the heatsink (sucking) as ALPHA recommends though I suggest trying it both ways and see what direction works best in your particular installation.