July 1: So it begins. Don't worry, this is not in the correct legal jurisdiction!

Clip Assembly Note

WARNING: This page is about a different car, the 2003 Mazda 6. However, it is still accessible from the selected car via links, so may be relevant.

Push the clip slowly in the direction shown in Fig 1.
Confirm that the clip tab is caught correctly.

Fig 1: Installing Clip
Courtesy of MAZDA MOTORS CORP.