I have just fitted one that I bought from stu, and it is an absolute doddle to fit, and well well worth it!
Basically, the closed loop bit sits between the daughter board, and the chip, which is nice and easy to fit (providing you know how to handle chips etc).
The only slightly tricky bit is that the daughter board needs to be trimmed to make room for the extra bit.
Once this is done, you need to get a boss put into your zorst pipe (if you dont already have one). Run a wire from there to the ecu and add an extra pin to the loom - very very easy, but free advice - make sure that the wire is fixed to the new pin before you clip it in - the clips are a bitch to get out if you havent got a wire connected to it.
Then fit lambda sensor (also needs an earth and power supply for heater).
Then hey presto - pretty much done. Car now runs like a swiss watch. Unbelievable difference.
For reference, the car is a 2wd Cossie that was running on a L6, which I have changed over to L8.
Hope this helps!
JJ