Pay attention when dismantling to the position of the piston, and do only one side at a time.
You can use the heat shield to help you locate the piston correclty -- just lay it over the piston to get the alignment right when you go to put the piston back in. This is the tricky part, as you must be very careful not to rotate the piston as it goes in, and it's somewhat difficult to get it started down the bore. Liberal amounts of brake fluid or assembly past (if you can find it, DO NOT USE anything except brake fluid or brake assembly paste!). I've had to pop the piston out more than once to get it in at the correct position. You aren't going to be able to rotate it without the special tool, I've tried.
Dust boot goes on after piston is installed, heat shield is last. MAKE SURE the piston is correct BEFORE pressing the head shield in, I've never gotten one out intact! Getting the dust boot down is a pain -- i use a square piece of wood and a hammer. I also use a similar but wider stick to push the piston down -- you can push it through the caliper and press straight down on the piston that way.
1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!