Speedy Petey - Thanks for responding. Yes, it is a Siemens breaker.
Maybe a picture will help:
The left bus has three holes in it, but the top hole has the black pin I am having trouble with.
When I get home tonight I will swap the breaker that won't fit with one that I already installed to confirm that the breakers are OK. I guess I should also look under the 40A breaker on the right to see if there is a pin there too.
On a related note, how are the buses usually attached to the panel? I imagine breaking the black pin off and can almost hear the clang of the bus hitting the concrete floor