If u can't figure it out, you probably have the wrong heatsink to go with the processor.
Is your P4 for a socket and the HS a socket? Then there are 2 tabs on both sides of the processor, and the HS (Usually) has a metal brace that hooks onto both ends of the tabs and puts pressure on the HS. Some use a lever that the brace bends like a bow to put pressure on the HS onto the processor.
If your HS and CPU are both socket 478, then it should be fairly simple.