Yeah, I just had turn direction mixed up (clockwise vs counter-clockwise), but the rest of what I said still stands, as you heard in the vid, turning the heads in the direction printed is to leave them unlocked, that's what you want to do before you put it on the board in order to be able to push the pins down. Turning the heads in the direction opposite of the arrow is to lock them in place to secure the heatsink to the motherboard. Removal simply requires a reversal of this process (unlock heads, pull out, detach heatsink from processor).
You really don't need to worry about this, it's not a big deal, you've seen a video of its installation now and that's all you need to know exactly how to install one of these coolers. It's not in any way complicated compared to aftermarket coolers that require you to install backplates, insulating strips, threaded posts, brackets on top, etc.