The book doesn't call it a cog either, so that might be why I had so much trouble finding information on the web on Wednesday. The only thing that even closely resembled my search terms was my own blog and it wasn't about that problem at all.
But now that I have dug out the manual I know what to do. It says:
Set the dot on the stitch selector opposite the indicator red dot [which is white on my machine] and take out the programmer at the back of the machine and replace it with the one you wish to use.
After having placed the programmer in position, press in and at the same time turn it until you can feel that it is engaged.
What I can tell you is that it does engage but you need to press it lightly while you turn to the various stitch possibilities and it will go further into the machine.
I have posted this because I got so frustrated trying to find out information on the net. Mind you, I was not particularly relaxed at the time and my frustrations levels were high - should that be low?
And it is called a programmer, not a cog. I might have found more if I had used the correct terms, who knows? I am not going to look no, I have the manual.