Yeah, that happened to me too!! I got the idea from a post on this site. Their customer service is amazing and if you watch the videos, you can see the tubing just clicks in. My plumber asked me how much the replacement cartridges were and when I told him (I think $89 for the 4?-don't quote me), he was shocked.
The nice thing about it is that dissolved minerals go through the UF, so it tastes good. Highly recommend. Just an FYI: The final filter is activated carbon, so just run the tap for a bit until the carbon fines clear-maybe a minute or 2. Easy peasy.