most of the ones I've seen look like a little metal t with a small lock on it. One end goes thru your d-ring (on your helmet strap) and then it locks down. Keep poking around! It's not very big. A forum I was just on said to check the left side of the rear fender (it may be tucked up underneath since you haven't used it yet). Good luck!
May look something like this...
http://www.motosport.com/street/product/HELMET-LOCK-EXTENSION-CHR/?psreferrer=http%253A%252F%252Fwww.google.com%252Fproducts%253Fhl%257Cequalto%257Cen%257Camp%257Cq%257Cequalto%257Cmotorcycle%2Bhelmet%2Block%257Camp%257Cum%257Cequalto%257C1%257Camp%257Cie%257Cequalto%257CUTF-8%257Camp%257Cei%257Cequalto%257CL9nnSb7WOtzG-Qbll6XIBQ%257Camp%257Csa%257Cequalto%257CX%257Camp%257Coi%257Cequalto%257Cproduct_result_group%257Camp%257Cresnum%257Cequalto%257C1%257Camp%257Cct%257Cequalto%257Ctitle&catalogId=107806&CAWELAID=294106746&segment=badger-street
