To correctly attach your Hori Apex PlayStation steering wheel to the Playseat Challenge rig, position the steering wheel mounting plate on the designated arm, adjust the angle and height, then secure it with the fixings provided. Make sure all connections are tight and stable; if necessary, use the Velcro straps or clips for a firm hold. If the problem persists, consult the included manual or the Playseat community for advice specific to the Hori Apex.