I have installed an XS front sight on a S&W J frame which requires the same filing and cross pinning.
Basically, some front sights sit in a trough that runs the direction of the bore. The front sight sits in this trough and is cross-pinned with a roll pin. It's a good practice to have a new roll pin and the proper punch so that you can remove the current cross pin and replace it with a new one. Yu'll also need a measure device to accurately measure the new cross pin and a cutting device to cut it to the correct length. You may also have to file the bottom of the sight to make sure it sits at the proper depth-the same depth that the stock sight sits at. You can use a file to do the coarse filing than can to a wetstone to finish the finer filing. To measure the height of the sight and the roll pin I used a set of dial calipers. I used a Dremel tool with a cut-off disk to cut the roll pin. You can get the roll pin puches and a decent brass and plastic hammer at any Sportsman's Warehouse or online at Midway or Brownell's. I use a thick piece of leather to lay the gun on when I do the hammering...most Michaels crafts store have leather scraps and most cobblers, custom leather clothiers or saddlery shops have bigger pieces that you can use a gun map. XS also suggested some LocTite. I used a Red permanent version.
All in all it sounds mre complicated that it really is but it's worth doing slowly and correctly.