The first thing you have to do is to apply a self-sticking waterproof underlayment. With this underlayment, any water that manages to get through the metal flashing will be directed onto the roofing felt. Make sure install it from the bottom up, and lap each one over the lower one.
The next thing you have to do is set the base one-piece flashing over the shingle course. Make sure you do not nail it into the roof. Instead, nail it at the upper corners only. Of course, install from the bottom and lap each one over the lower one.
Now it’s time to set the step flashing up the skylight’s side as you install every shingle course. Make sure you nail it at the upper corner only.
The top flashing is a one-piece flashing that wraps around the sides. Obviously, this piece has sealed and soldered corners and seams. Install and fit the next row of shingles and leave about ½ inches of flashing bare.