Anyone else have an issue with this? I think the yellow colored thing is a clip but it isn't latching onto anything and I try to force it up but it just moves back. Here's a pic. It's right below the ignition start button and is below the steering wheel column.

 

And when I mean "loose" it's just out, not dangling loose. If I try to force it in, it'll go back in the same position. If I try to move it out to see what else is inside (looking for a clip point) it'll go back to the same position...

 

Give it a good wack with the side of your fist. It should engage the clip unless the clip or receiving end is broken.