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That piece covers the wiring harness directly below the moveable side flaps on the driver's side (in the US) of the car so that the roof movement won't accidentally pinch any of the harness. If you open the roof, let it retract completely to the stowed position but stop it while the moveable side flaps are still up and vertical. You can then reach down in on the driver's side and reattach it. It just has the push-plug in the center and you should see the hole for it just above the wiring harness that runs down through there.