You have the pins in backwards. The long thin metal clip goes into the holes at the end of those pins and the center of that clip goes into the caliper. You can see the hole that it goes into in your picture. The shims for the brake pads. I believe you only run one of them per pad. Basically, you want them on the bottom of the pad (when caliper is mounted on the car). I hope that all makes sense. You do have the big metal clip right though