I purchased the optional antenna tuner, so the next step is to install it. Here are some pictures of this tiny tuner:
Relay side of ATU board.

Inductor and capacitor side of ATU board.

Attach the BNC antenna wire and mount the ATU into place, ensuring that both blocks of connecting pins are correctly mounted, then screw it down.

If you purchased the roofing filter, you will install it now (not shown). You can always purchase this later, as well. This simply involves pushing the little board into place and securing it with one screw.
Attach the ribbon cable that connects the RF deck to the control board and connect the power wire. There are a few little tricks to this, so make sure you follow the instructions carefully.

Install the batteries and you're almost done!

By the way, you can see the roofing filter board in the picture above installed vertically between the right battery tray and the edge of the case.
If you purchased the roofing filter, you must calibrate it. Before you close everything up, take the small, white pickup wire loop and place it behind the crystal as shown. Unplug the antenna wire and plug the pick up wire in it's place.

Close up the radio and follow the calibration instructions. When you're done, remove the white wire, plug the antenna wire back in and you're ready to get on the air!