[tezz]

I ran into the same problem - even though I ordered all the specific sway bar DC parts posted on this site, the nut wasn't included. I had it over at my buddy's shop and we were all scatching our heads saying - "what the f---?" It's REALLY hard to get that nut in place. You need one guy to shove the bar with bracket close as possible to the axle, one guy to position the nut and try to hold it in place with an open end and a screwdriver, and a third guy to gently feed in the bolt and tighten. It's a cluster - and we had it up on the rack.
I bought one of those PT service manual CD's off ebay, just so I could see how they did it. THREADED HOLE? yeah right... must be part of the whole bean-counter/eliminate-the-sway-bar issue.[xx(]
have fun - it WILL be worth it once it's on.
tezz