I didn't have the bend and had David Moss send me a new replacement sled (Thanks David for such a quick response - I got it in about 3 days from UK to Australia)

Anyways, I found that in the new replacment sled the parts that the hooks were supposed to latch onto were just out of reach of the hooks. I found that (very slightly) bending the two "dimple fingers" (sorry about the technical terms) on the bottom of the sled and very slightly bending the bits were the hooks were supposed to grab and all was sweet.

The new sled is definitely a more snug fit though. I haven't installed it yet, so I can't tell if there is much difference in terms of rattlling.
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Christian
#40104192 120Gb (no longer in my E36 M3, won't fit the E46 M3)