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: View Of Side Window Air Outlet Grille (Aztek)
Courtesy of GENERAL MOTORS CORP.
Install the side window air outlet to the I/P.
Press the side window air outlet until the outlet is fully seated.