1. Glue your photodioes together to that the Anode and Cathode are opposite from eachother. i.e. the two flat sides are facing eachother.
2. Cut the leads about half way down and connect photodiode 1's anode lead to photodiode #2 cathode lead. Do the same on the oposite side.
3. Take the pieces of lead you cut off earlier and connect 1 piece to each anode + cathode. You should have something like the picture to your left.