2manybikes, thanks for the help. I found the box in my garage but no screw.
The instructions on the box and the pdf instructions at cateye.com don't make any mention of mounting other than using the seatclamp.
I pulled a screw out of a reflector i had but it seems to thick for either hole on the back of the light. Btw, which hole do I use? I was assuming the one that protrudes out because it actually fits through the hole in the rack and sits flush. I guess I will make a trip to the hardware store and try to find a screw that fits. Do you know long should the treaded part of the screw be?