GAF how to do valleys
Asphalt shingle installation for open,woven and closed cut roof valleys.
Nailing the shingles directly to the ice and water shield (the shingles will stick to the i&w and be a horrible to remove when it is time to reroof).
Installing the ice and water shield over the drip edge.
And the use of roofing cement.
This video shows pretty good technique for installing woven and closed roof valleys.