Remove the baseboard heater from the box and lay out the pieces. This will help you easily grab the right piece at the right time and will allow you to see all the pieces in advance.
Cut the heat loop risers to 3 inches off the floor; 3-3/4 inches if you plan to install flooring under the casing of the baseboard heater. This step is necessary if you are installing the heater over a subfloor only; if you already have flooring down, you don't need to do this.
Place copper couplings on the ends of the baseboards.
Place the backside of the baseboard behind the cut heat loop risers and place in in the section where you will be installing the heater.
Nail the baseboard to the wall with penny nails; be sure you hit the studs.
Lay your heating elements in place and connect them to the water pipes using copper elbows and the couplings.
Solder your fittings.
Fill the sections you've replaced with water and check for any leaks in your soldering. Repair any leaks by turning off the water, repairing the soldering and turning the water back on until you have no leaks.
Install the trim pieces on the outside of your heater, using snips to cut any pieces down to the correct size.