There is a piece that comes with this set (I have the original one. I think the other one comes with it to.)
What is it used for? Here is a picture.

http://gamu-toys.info/gangu/konami/busou6/DSC04859.JPG

See that tan piece? That is the one i am talking about.

I think it's mostly an extra connector. Not at all certain.

It must have some other kind of purpose. I thought i knew where it could go, but it doesn't slip in or connect into any certain place.

Oh wow thank you! Finally! Once again i say, thank you very much.