WARNING: This page is about a different car, the 2004 Pontiac Grand Am and 2004 Oldsmobile Alero. However, it is still accessible from the selected car via links, so may be relevant.
Fig 1: View Of Data Link Connector
Courtesy of GENERAL MOTORS CORP.
Align the DLC to the bracket.
Press the DLC into the bracket. Make sure the retainer is completely engaged.