The heat shield is for the bottom (under side) of the X-Box, during the install the cover plate under the cubby box is replaced by the X-Box.
As the X-Box sits right above the gear box it is big source of heat transfer into the cab.
I got my heat shield from ebay, 1m x 1.2m sheet of self adhesive backed, for about $30 delivered.
Car Turbo Exhaust Muffler Insulation Heat Shield Mat | eBay
I used the remaining to line the transmission tunnel and floor, along with some ceramic exhaust wrap, it all works a treat

