How do I attach the postive wire to a new battery for my Hyundai Elantra 2003?

I removed my old battery, took it to the store. They looked up the new battery that I needed and I turned my old one in to be recycled. Upon trying to install the battery at home, I found out that the positive wire is a SAE Post (?) connector. The negative wire was simply a clamp that tightens but the positive wire is what can only be described as a cone-shape bell that fits on top of the battery terminal and has a bolt that spins in place. Apparently there is supposed to be a screw that sticks up from the battery terminal to connect to the bolt on the wire? I've had no luck calling auto parts stores (I either can't explain the problem correctly or they've never heard of it). Any ideas?