Screened satellite and tv sockets

Hello,

I see Toolstation sell some screened sockets, such as:

thought I would use these to minimise any loss or interference. Sorry if I am being thick, but what is the correct way to wire them? Obviously the central core is held by a grub screw under the metal box but what are you supposed to do with the screen? There is a terminal on the far side of the box; am I supposed to save a long length of screen and then twist it to form a cable and run it into there. The only alternative I can think of is to trap it under the metal "lid"? Or have I missed something?

Thanks, Stephen.