No need for double sided tape, but you can use if you want. If it sticks an inch away from the bumper they don't have it installed correctly. I had to make new holes for mine. If I used the holes already there in the fenderwell I found it sagged and would leave the gap that your talking about.
Have someone else hold up one side of the air dam in the right spot while you work on the other side. Remove the front wheels. It's not necessary but easiest, if you don't you'll have to crank the wheels one way to get some screws in and then crank the other way to get the rest, and the whole time you'll be fighting the wheel. Push the airdam up flush with the bottom of the wheel well or until it fits nicely with the foglight and then screw it in. Do the same with the other side. You may want to add a screw in the middle as well just incase. Just use some screws and don't over tighten, it's just plastic and they'll start to spin and they won't be tight.
EDIT: Also, I think i'm the only one on this site who actually has the SD air dam lol.