You need to attach the screw mount (a little black piece about the size of a nickle) onto the rod that is atop the camera bracket before attaching the light. Then you tighten the screw mount up toward the light to stabilize the light.
Thank you for this video! You just saved me a bunch of money. They are currently on clearance for $30, so I was considering getting one for each kid and saving them for Christmas. But not with that video quality.