The extra piece we include with the slat is a shunt; the shunt is a plug that goes on the end of the series slat. If you have more than one series slats wired together, this piece goes on the end of the last slat. Only one shunt is needed.
The shunt is designed to terminate the circuit allowing your firing module to sense continuity and also fire the cue. Without the shunt installed on the last series slat your slat will not fire.