ROADIE has discovered, as several others have, that the socket for this accessory is supposed to mate with a socket in the rack. On my rack the location of the socket falls partly on a raised rib and is VERY close to the edge of the rack. I don't recommend trying to cut a hole for the socket since it would weaken the rack.
So what to do? I've always recommended a simple pull-apart connector similar to a trailer light connector. Does anyone have a good source for an adequate connector? Some photos of how you did yours would be helpful.