Originally Posted by Andy_K

Oh, I see. When you buy a derailleur as a separate part it comes with a little piece of plastic that fits behind the cage to hold it out for that adjustment. Lacking that, you can either try to hold it in place by hand, pushing down on the derailleur pivot while also holding the bottom of it, or you can look for something of and appropriate size (about half an inch) to wedge in there. You want the cable to slack when you make that adjustment so it's not pulling the derailleur down.