From the pictures of the P4P800 @ Newegg, it looks like it is held on by two little wire "arms" hooked under metal loops on the PCB. If this is the case, like on other Asus motherboards, you just need to unlook thouse and pull it right off. Clean it up with a little alcohol.
If there are no holes in the PCB around the NB, you will have to use an adhesive to attach the Vantec to it. The best one out there is AS thermal adhesive, but beware it is permanent. Make sure you like the board before you glue anything on. The same method of attachment should work for putting that HS on the SB too..
🙂