WARNING: This page is about a different car, the 2004 Pontiac Aztek and 2004 Buick Rendezvous. However, it is still accessible from the selected car via links, so may be relevant.
Fig 1: Identifying Side Window Air Outlet Grille (Rendezvous)
Courtesy of GENERAL MOTORS CORP.
Install the air outlet grille to the I/P.
Press the air outlet grille into the I/P until the grille is fully seated.