ALICE has been specifically optimized to study heavy-ion collisions at the LHC, up to a charged particle density of 8000 per unit of rapidity in central heavy-ion collisions at $sqrt{s_{NN}}$ = 5.5 TeV. The High Momentum Particle Identification Detector (HMPID) has a proximity focusing geometry with a liquid $rm C_{6}F_{14}$ Cherenkov radiator coupled to Multi-Wire Pad Chambers (MWPC) equipped with CsI photocathodes, over a total active area of 11 $rm m^2$. It has been designed to identify charged pions and kaons in the range 1 $leq p leq$ 3 GeV/$c$ and protons in the range 2 $leq p leq$ 5 GeV/$c$. The as-built detector and all relevant subsystems (gas, liquid $rm C_{6}F_{14}$, cooling and control) are described. Installation issues and first commissioning results are also presented.