Your board does because that's how your other cooler was fitted, is the board out of your case?
I had the same board yeah but swapped to the Mpower x99, take a photo of your socket please.
Hmm, it shouldn't of come out, as its 2011 you don't need a backplate so it shouldn't be removed, check it hasn't come off?
Is your board out of your case so you can see the back?
Without the threads you cant mount any 2011 cooler so how are you cooling the CPU?? MSI boards have the threads I have X Power myself for testing.
It will have come with the M power all do.
The middle part as you call it is not infact the middle part. Its the bottom part. The two bottom on your diagram are interchangeable.
Now take a picture of your motherboard socket please.
Aak the place you RMAd it to get you the proper socket.