There are 4 larger splines on the shaft and on the arm so it can only go on 4 ways - well some muppets manage other ways but thats just stupid.
Anyway this is how I did mine and it worked a treat.
Take off old box, fit new one and connect up to the steering wheel and plumb it in get it up and running and bleed the system (if its PAS).
With the wheels dead ahead (park it this way in the first place) turn the wheel all the way to one side. Now mark a point on it and turn it all the way to the other side and count how many revolutions it is.
Mine was 3.75 so I turned the wheel 1 and a half turns, then a bit - you know sort of find the mid point.
Then if you have it about right you will find the drop arm on the splines is also in the right position to drop the steering link down onto the drop arm give or take a nudge.
Once all connected up and went lock to lock and measured the outside of the tyres position against the bumper and both locks were within 1/4 inch on each side. Perfect.
I then just took the wheel off and put it on straight - no wait I have not done that bit yet but I will.
You can line it all up beforehand and then put it altogether so it all lines up without having to adjust the wheel but to be honest it makes it a bit easier unless you have airbags.