rear sight problem

I just bought a used 995TS. It did not come with sights. So I called Hi-Point customer service and they mailed out sights and a manual. It was a great customer service experience.

The problem is with the rear sight. When I mount the sight there is nothing for the longer elevation screw to thread into. The rail has a hole but it is not threaded. It seems like the elevation screw should thread into some part of the sight's base. It looks like some part is missing or I'm just being dumb. Any help and maybe a pic or two would be much appreciated!