I nearly returned mine as well, those connectors are a b!tch! I looked at the instructions and videos etc and still had bother. Thats when posted i nearly battered it with a hammer. Link here is to an additional video.
https://www.youtube.com/watch?v=FqEtNjj_56U You'll notice you have to put it in at an angle, even that was proving difficult.
On my box that long black locator down the side was buffed off, not by me, possibly by them. It did however not help. So i looked at it again and it wasn't that slide that was catching it was the first part of the rounded connector. I took a knife a notched a bit off the end and low and behold the connectors went together not a problem.
This may help in the future.