Installed the B&M transmission cooler today along with changing the transmission fluid and filter.
You will need:
1) Remote transmission cooler (I used B&M 70268 - kit comes with the cooler, lines and mounting brackets)
2) transmission fluid (use Nissan Fluid--I needed 5 1/2 quarts)
3) transmission filter
4) transmission pan gasket
Tools:
1) 10mm socket (transmission pan bolts, transmission filter bolts and engine under cover bolts)
2) 19mm socket (transmission drain plug)
3) Ratchet for above
4) Screwdriver (to tighten the cooler hose clamps)
5) Pliers (to remove stock cooler, constant tension hose clamps)
6) Scissors (to cut the cooler hose to length)
7) Catch pan to drain fluid in, need at least 2 gallons
First drain the fluid. The drain bolt is 19mm on the back, passenger side corner of the pan.

Reinstall the drain bolt and torque to 25 ft lbs.
Next remove the transmission pan bolts, 10mm. They are all the same length. There are two wire brackets, one on each side that are held with two of the pan bolts. There are also two electrical connectors on the front of the pan that are held on with one pan bolt each. Just take a mental snapshot before you begin, pretty hard to mess up.
When you drop the pan THERE WILL BE MORE FLUID IN IT, about 1 qt so get ready for that.
Once you remove the pan this is what you will see, the transmission filter.

Remove all of the 10mm filter bolts and three nuts. There are different size bolts (length) but you can not get them in the wrong spot when reassembling unless you try REALLY hard :-)
Now this is what you are left with:

Fluid will continue to drip with the pan removed, I threw some newspaper down to catch the fluid.
The transmission pan has two magnets inside and they will be covered (and in my case the inside of the pan itself will be covered) the debris from the clutches, bands and plates.


Clean the pan and magnets.
Install the new filter and then the new gasket and pan.
Next is the transmission cooler.
Remove the grill and the engine under cover.
Test fit:

I used the horn mount bolt to hold the upper bracket:

The lower mount I did not get a picture of but I just had to drill a small hole in the radiator crossmember once everything was lined up for the bracket to attach to.
Installed:


Next the lines. I attached the lines to the cooler before bolting it in. Attach the hose ends to the cooler nipples and screw the hose clamps down (nipples..ha ha).
The stock cooler lines are metal with a rubber connector between the metal line and the radiator. You are going to use the line that is closest to the driver's side as this is the line out from the transmission. Remove the rubber line closest to the driver's side between the metal line and radiator.

There is no in and out differentiation on the B&M so now that the cooler is mounted and the hose is hanging down just route the line to the metal line and the radiator cooler inlet, cut line line, install with hose clamps. In this picture you can see the metal stock line connected to the hose running up to the B&M and then the return hose running from the B&M looping around to the radiator cooler. Once you are under there looking at it you will be able to see how to route the lines so that they do not interfere with anything (there is PLENTY of room).

Fill up the transmission. There is a 10MM bolt holding the transmission dipstick in place, remove the bolt and the dipstick comes out like normal.
Remember how much fluid came out and add the same amount. It will be a bit low because of the additional cooler lines and cooler volume about a cup for me. No need to worry about that right now.
Start the car and check for leaks.
If everything is good put the engine under cover back on and take the car off the jack stands.
Start the car and let it reach operating temperature while in park.
Hop in and run the shifter through R - N - D waiting for the transmission to engage/disengage on each change.
Put it back in park and with the engine idling hop out and check the fluid fluid. I had to add about a cup of additional fluid. Put the dipstick bolt back in and you are then good to go.
The car shifts quicker, not harsher, but quicker. Good shift feel. In manual mode it is definitely quicker and it feels slightly firmer.
Why the cooler? For every 10 degree temperature drop of the fluid you double the fluid's life. I run it through the B&M and then the stock cooler so that the fluid 1) warms up faster and 2) does not get over cooled. For the inevitable "that method just reheats the fluid after the B&M cooled it down!" well, yes, partially. The stock radiator cooler is a free flow design so unless the coolant is EXTREMELY hot (car is overheating) the transmission fluid temp will not be raised much. I have a non contact thermometer and the transmission pan before the cooler would show 210-220 (been above 100 here lately). After the install today the pan was reading 180-185.