IoT Con Netduino

New to the Arduino and Netduino, just bought the WiFly shield but it comes with no pins. I'm sure this is a real newbie question, but what's the normal way to solve this? I'm guessing put "pin blocks" (I think also referred to as extenders) through the top of the WiFly shield, and solder the bottoms?? Really don't want to break this thing before I've even tried it!Can anyone point me to connecting up the WiFly with a netduino?

IoT con Netduino