USB Host Shield and Arduino Pro Mini

I bought this Arduino Pro Mini https://www.sparkfun.com/products/11114 (and an FTDI breakout board to program it over USB). I can run the Blink program... So far, so good.

Then I bought the Mini USB Host Shield http://www.circuitsathome.com/products-page/arduino-shields/usb-host-shield-for-arduino-pro-mini/

Now, my question is, how do I connect the USB Host Shield to the Pro Mini? I searched for guides but came up short handed. I feel comfortable soldering, but I have no clue what I need to solder.

I found this page http://www.circuitsathome.com/mcu/usb-host-shield-illustrated-assembly-guide but it's completely foreign to me. I also read this page https://www.circuitsathome.com/usb-host-shield-hardware-manual but again, everything on there is completely foreign to me.

I can program my heart out, but this is my first venture into microcontrollers. I don't know where to begin or what I even need to learn.

Judging by the pictures, the idea is that you solder header pins onto the shield, drop the Mini over the pins and solder it to them. If you want this to be removable you could solder header pins to one part and header sockets to the other. Either way you would end up soldering to both parts.