feb 20, 1962 - Friendship 7 launched
Friendship 7 has a retro-pack of three small rockets. These are designed to slow the ship down during re-entry, then fall away. The heat shield is underneath them. Just before Glenn fires the rockets, Mission Control says to keep the retro-pack connected to the ship. They hope the straps will hold the heat shield in place.
Added to timeline:
Space Race timeline