Note the shape at the end of the collet and the location of the screw hole. The M4 screw will pass through the hole.

Arrange the collet with the wide part on the bottom. Lift the rest of the assembly as one and lower it on to the collet.

Rotate the collet so that the top of the teardrop shape is away from the M4 screw.

Tighten the M4 screw to secure the assembly together. It may be necessary to adjust the collet vertically or by rotating so that the screw passes through the hole. If you feel the screw resistance increase then you are not lined up correctly.

Attach the retaining snap ring on the end of the collet.