Found these tips from InterMurph in his Newegg review of the Hyper 212 Plus:
1) First mount the back plate (part E in the instructions) underneath the motherboard. The four raised feet should touch the bottom of the motherboard, NOT the other side, which has much more insulation tape.
2) Insert the Stand-off screws (part C) into the MIDDLE section of the back plate. Note that the screws have one flat side, and you will have to align that with the flat side of the back plate's holes to get them through.
3) Using the Hexagonal wrench (part I) and a screwdriver, tighten the back plate.
4) Remove the plastic from the bottom of the CPU cooler (part A). Grease up the CPU and mount it.
5) The Retention Place (part F) is the trickiest. You have to move the four screws mounted in it from the outermost holes to the middle holes. To do this, you need to pull up on the springs that are just underneath the screw heads.
6) Squeeze the retention plate between the copper pipes, and insert the thingy into the little hole on top of the contact plate.
7) Adjust the arms of the retention plate and screw them in.
8) The fan is tricky; you need to use 2 of the clips (part G); the ends go into the screw holes on the fan, and the long part snaps into the crack/crease on each side of the cooler. Make sure the rubber feet of the fan are touching the cooler
I followed these, along with the actual instructions, and got the thing installed without trouble. Will finish the rest of the build and power it up on Monday to see what I get, then post a final note here.