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We place the bracket and secure it with a screw (the allen key is supplied). Don't twist it massively shut, just make sure there's enough pressure on the waterblock to keep it secure on the processor.
We are almost done now. You'll notice there is plenty of tubing so there is more than enough space to place the other components in your system.
Once we have connected all the other components we can now safely power up the system. It's alive! Well we think so at least because we don't hear anything... Oh wait, that was the sole purpose :)