When you remove the front sight, it feels like there is a slot at the bottom of the of the side of front sight. It isn't! It is a solid part of the slide and the sight is on top of it.
Under the rear sight, there is a disc and spring. The disc doesn't want to stay on top of the spring when you reassemble with your new sight on top.
Yesterday, I put an "XS" big dot sight system on my M&P 9. This afternoon I hope to shoot it.