Where does this part go?
 

When I bought the car, this part was in the glove compartment...

http://img35.imageshack.us/img35/1580/img0235bq.th.jpg
http://img204.imageshack.us/img204/7703/img0234s.th.jpg
http://img41.imageshack.us/img41/5766/img0233xu.th.jpg

Looks like its from behind your front seats where it cover the rails.

Yes it should snap on if not broken...