Joined: Feb 2012
Posts: 19,344
Likes: 5,462
From: Rochester, NY
Bikes: Stewart S&S coupled sport tourer, Stewart Sunday light, Stewart Commuting, Stewart Touring, Co Motion Tandem, Stewart 3-Spd, Stewart Track, Fuji Finest, Mongoose Tomac ATB, GT Bravado ATB, JCP Folder, Stewart 650B ATB
Go back to the shop where you bought it from and explain the situation and that you want to check that the replacement chain you buy from them has the pin or link in the package. Shimano often has the pin in a separate plastic "sleeve" and can get lost in the instructions. Others times the extra bits can become lost in the handling of the chain's box.
When I sell a chain I sometimes ask if the buyer has installed a bike chain before and will offer advise if the reply I get seems a bit "vague". Andy
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AndrewRStewart