As far as I recall, it goes inside the guide and is actually not attached to the shade but just rests against it, with the pressure of the spring in the shade doing the retraction when the toothed "wire" is being pulled back by the motor.

I completely rebuilt my system about six years ago - so some of the details are foggy. It's a two-person job feeding the wire in - someone in the front has to push the up/down button.

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Henry Bofinger
1989 560 SEL (black/black)
2001 Audi TT Roadster (silver/grey)