http://www.bwbits.com/Space%20Marine%20Dreadnought%20Bits.html
Ok, this shows the parts.
If you go down to the 10th pic, thats the torso section.
The bit with the big round seat is the bottom of the torso, that goes on top of the leg section, the sides go on the sides of that, the two sensor sections go to the front, and the sides lock on, ribbed sides to the top, and to the front. the front plate, which has the hole in it, sits on top of that, and locks onto the sides.
You are left with one last piece that sits on top of the whole lot, then the engine mounts on the back of all that, just make sure it all fits together nice before gluing anything.
The feet and legs should be easy to see, feet on the base, legs glue together, with the two small knubs facing forward, the armour plates sit on those.
Weapons click in place on the large knubs on either side of the torso.