OK, well now I feel... even dumber.
It seemed pretty simple and straight-forward, but I've got the feeling I somehow managed to screw it up!
The thing that has me questioning if I attached it right, is that in the description it says: "These are the only extensions for the XD9 and XD40 that have locking plates to keep them from popping off your mags." However I put it on, but it doesn't really seem to be locked in place. If I push on the extension it slide and the only thing that stops it from sliding off is the spring, which it catches on. I took some pictures of it, which I hope will show what I mean, and might help in figuring this out.
Here is the mag(SA 12rd 357sig) with the AGP extension attached:
Here is a picture of all the pieces essentially as they were assembled:
I put the detent(locking?) plate at the end of the spring, and pushed it into the mag body, with the tab in between the spring and the inside of the mag body; and then slid the extended base pad over it.
As you can see in this pic of the bottom of the extended base pad, the detent is set in the hole on bottom where it should be:
Here is a pic showing how the extended base pad slides and isn't locked in place. This isn't the best pic, but I think it shows what I'm talking about.
And this picture was taken with the factory spring in it, for some reason when the extra-power spring is in it, the base pad will slide even further.