I ran upstairs and popped open a Pioneer Mustang that I'd never ran, so hopefully we're looking at the same thing.
When you pulled out your guide, I'm guessing that you saw this:
See that little bulge about half-way on the shaft? That's what actually holds the guide in place and should bite on the chassis.
Here are a couple of shots of the guide properly in place. From this angle, it looks like
nothing holds it in place:
But looking at this angle, you can see that the bulge keeps the shaft in place:
There really isn't much holding this thing in place!
Hopefully this helps. Just make sure that the little bulge is biting the chassis and your guide should stay put enough. Good luck!