If you have a Mac Pro tower system as pictured to the right here then you'll need to follow this IFIXIT guide [guide|21205|Mac Pro Late 2013 SSD Replacement].
The metal cover (heat sink) on the SSD unit is part of the unit (Apples part). Are you sure you have the correct replacement part? You need a special M2 PCIe SSD unit so far there are only a few suppliers for this part make sure you have the correct unit.
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=== Update (05/04/2016) ===
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Well OWC has created a upgrade option here it is: [http://eshop.macsales.com/shop/SSD/OWC/Aura-for-Mac-Pro|Aura SSD for 2 Generation Mac Pro]
If you have a Mac Pro tower system as pictured to the right here then you'll need to follow this IFIXIT guide [guide|21205|Mac Pro Late 2013 SSD Replacement].
The metal cover (heat sink) on the SSD unit is part of the unit (Apples part). Are you sure you have the correct replacement part? You need a special M2 PCIe SSD unit so far there are only a few suppliers for this part make sure you have the correct unit.