Anything look familiar?
On a P99 slide, the sight is attached with a little hex-headed bolt. On the P22, you can't use that. Use some Lock-tite or super glue (I used super glue) and glue it in. Make sure to pound it in really well and make sure it's straight and perpendicular to the slide.
For POA, I'm not sure. I got through almost a full mag on my P22 before it popped out and I spent the next 15 minutes looking for it (it wasn't glued in yet). Haven't used it at the range since. On the P99c, it made POA a bit lower (I think). You'll get used to it.