That little plastic thing is part of the factory security system. It should just clip back on the back of the lock cylinder. It hopefully will fix the problem. I believe that it unlocks all the doors when you unlock the drivers side door with the key.
I kinda tried to get it on but it didnt seem like it fit right, are you supposed to put it on the cylinder before putting the cylinder in the handle or after, is there a certain direction its supposed to go on or something???