WOW Ladies, I am usually the one that has major problems understanding manuals and I found this manual to be very helpful to me.
I am sorry you're having trouble with it but I totally empathize with you. Maybe we just all read, see and understand in different ways.
Maia B, the foot with the clear plastic finger is the darning foot used for FMQ and of course darning. It should have a pin on the right side which you push into the hole on the ankle of the needle bar. Then the plastic piece which is actually called the guide fork should be placed behind the pressure bar. The pressure bar has a fixing screw and that's how you know it's the pressure bar. The fixing screw is what you loosen to change your needles.
Clear as mud....if not come back and ask questions and I try my best to help you and Dixiechunk as best as I can. :-D