So I just assembled my bike and the chain master link is different then any chain I have dealt with in the past.. I do I put this little lock thing on?

It looks like this (although this isn't the chain)

https://cgi.ebay.com/NEW-8mm-Master-L...ayphotohosting

Yep. The little lock thing is what holds the plate on.

Ya... I can't find anything on the net on how to use it. Maybe I am being dumb but it doesn't seem to work.

Although I just learned two valuable lessons:

1) Don't MgGuiver your chain
2) No matter how awesome you are, having brakes is more awesome.

maybe this will help

I hate those clips. My motorcycle has one, and it's on a chain that's infinitely more beefy than on a bike, and it's damned near impossible to get on and off. For motorcycles, at least, there's a special type of pliers made to pull that clip out and put it on. If they make it for bikes, too, I suggest you look for it if you plan to remove your chain alot to clean it or whatever. Otherwise, a screwdriver works well (with a side-dish of sliced finger and scratched frame) to get it off/on.

I did mine with needle nose pliers. It's a crappy system, and makes me really appreciate the SRAM power link.

quite easy to take on and off with a flat head screwdriver... no complaints here. i might even prefer it to sram as my hands don't get as dirty. the izumi screw masterlink thing is kind of nice though

I went with the flat head screwdriver method after talking to the nice folks at providence bike when I went to pick up a second one after the first one shot off into the woods somewhere...

Now to make the drive train a bit more silent.

a couple tries with a pair of needlenose or slipjaw pliers is my best method. i found the sram flex-type connector to be tough to remove from an older chain, and the three-piece style much more facile.

Get that sucker out and just break the chain old-school style