Here are a couple of Heat Shield pix for MetroMPG and anyone else who is interested. They seem to be bolted right to the bottom of the car. First picture is in front of the rear wheel. Second one is under the car. On the second picture (kinda blurry) at the center, you can see two bolts and a bracket going over the exhaust pipe.

Name:  HeatShield1.jpg
Views: 3268
Size:  60.8 KB

Name:  HeatShield2.jpg
Views: 2076
Size:  61.7 KB