Every cars a little different, on some cars they are attatched to the pads, others a metal strip that fits betweens the top of the pad and the caliper. Cant help you too much on the primera/g20 as i've only had the car a week and not pulled a wheel off yet, BUT will look tommorow for you, see if i can see where they're fitted, although i've got a '98 p11 GT so they may be slightly different i'd hope they'd be similar.
Also if they are fitted they may just be bedding in, can take several hundred miles, how many have you done since changing pads/disks(btw you guys in usa call the disks rotors???)