I have a Zalman CNPS 9500LED on a P5W-DH mobo. I'll walk you through it. Start with your motherboard outside the case. Zalman supplies very good manuals with all its products, I encourage you to take a look at that as well.
- line up the black flat backplate with the proper holes on the motherboard around the CPU socket
- line up the black square raised mounting bracket with the holes on the motherboard, so that it connects through the motherboard with the backplate (the notch on the inside of the backplate should go where the CPU lever will be when you open up the CPU socket, so you have enough room to move the lever, otherwise you won't be able to insert/remove your CPU without taking everything off!)
- use the 4 screws provided and specified in the manual to secure the backplate and mounting bracket
- put the motherboard in the case
- apply a tiny (uncooked rice grain or 1/2 cooked rice grain) bit of thermal paste to the center of the CPU's heat spreader (the flat metal thing with number/letter codes on top of the CPU)
- find the S-shaped mounting clip that has only one hole on either end, and drop it on the dime-sized circle on top of the base of the heatsink PERPENDICULAR to the heatpipes (in line with the airflow)
- make sure your case/motherboard are flat for this part (lay the case on its side)
- carefully lower the heatsink onto the CPU, with the fan facing the front of your case (the fan will push air through the heatsink towards the back of your case and the exhaust fan that should be there)
- find the 2 screws provided and specified in the manual to secure the S-shaped slip to the raised mounting bracket; technique follows below:
- screw one screw down on one side until it grabs into the mounting bracket (DO NOT SCREW DOWN ALL THE WAY)
- screw the other screw down on the other side until it grabs into the mounting bracket, it will require a moderate amount of force to bend the S-shaped clip down towards the motherboard and mounting bracket so this is possible (again, DO NOT SCREW DOWN ALL THE WAY)
- twist the heatsink a tiny bit either way to spread the thermal paste
- tighten down one screw a little bit, then the other screw a little bit, alternating until the heatsink is locked down nice and tight (Note: the heatsink will be free to rotate, but it won't unless you touch it, so stop worrying about it and twisting, you're only disrupting the thermal paste!)
- connect the fan cable wherever you want, as long as the fan turns when you turn the system on, it'll do just fine
Personally, I find that 6-7v guesstimate using the Fan Mate 2 is extraordinarily quiet, so much so that I cannot hear the heatsink over my 7v case fans when the case is buttoned up. My Core 2 Duo E6600 at stock idles at high 20-Celsius, and loads at mid 30-Celsius.