There's a small pin that's under the tripod foot at the back. You connect the strap to that pin. Flip your tripod foot over, look at it, you'll see the pin. All of my lenses, Canon, Sigma, Tamron, etc., have all had a small amount of rotational play in them, it's normal. You can't design the mounts to be too tight or you wouldn't be able to mount the lens, there wouldn't be enough leeway to snap the lock-pin into place. So, they design a slight amount of play, a millimeter or two, so you have over-travel for the pin to engage correctly.