Can you post pictures as I am not really sure what you are on about. If the CPU/motherboard came ready fitter then it should be OK. If you do not know the names of things have a look in your motherboard manual as it will have a pictures and everything on it is named.
As for the I/O shield the motherboard will fit I assure you. You will find that they will squeeze together.
What mobo/cpu/heatsink have you got?