Yep I noticed that, I had to keep the hexagonal head in place with one hand (well one finger of the hand holding the motherboard upright) while putting the screw in with the other hand.
It all goes together flush once it's all in place.
The one thing I hate about the ultima90 is the silly bar that goes across and the way it make the bracket stick out so much. Why thermalright didn't just supply the same X bracket as the ultra120 I'll never know.
I had to very carefully trim about 1mm off the end of the retaining bar to be able to fit it on my motherboard because both the mosfet and northbridge coolers are too close, if I had the X bracket from the ultra120 it wouldn't of been an issue.
Thermalright Ultima90, great cooler . . . Shame about the bracket.