Like bOO5t said lukits, if you have any questions about the install into a series2 skyline, feel free to ask me any questions. Mine is a manual so i have no idea about the transmission cooler for the auto. I unfortunely was without my digicam when i did the install so can't show you exactly what i did.
Basically, you will need to grind away little bits of the inside of the bumper support to make the cooler fit at the top. You will also have to drill the hole in your inside front driver's guard to get the piping through to the engine bay from the outlet of the cooler. Everything else should bolt in. You don't HAVE to remove your grill but for the simple manner of a few bolts, it will make getting to the bolt to "hang" your cooler off considerably easier.
If you have the stock S2 front bar then you will need to get a spoiler place to grind it away around the middle section and the two lower intakes to fit the cooler and pipework respectively. If you want, there's a pic of my car in the galleries and you can see where i cut the front bar to fit the pipework.
Other than that, it's a great kit/cooler. Good luck!!