I need help building my computer?

I just started now. I put the CPU in, AMD phenom II 965. it came with a heatsink and fan. I installed the CPU fine, but I am trying to install the cooler-heatsink. I have it on, but I can't get the metal things onto the orange things. I can only get one at a time. watch this video, skip to 1:00. He puts the thing on and talks about the black switch. I can only get 1 side on at a time, but can get both sides, just not at the same time. I may have put it on backwards. Can I take it off without ruiining the thermal pasted?