It's not a big deal... take a needle, heat it up, poke a hole in cap. Take a piece of dental floss, push through hole, knot on other side. Tie other end around power cord.
1st of all this thread is very old, 2nd of all you guys are cracking me up. I'm guessing the little plastic cap ended up in the box when I opened it up but honestly it may have ended up in the trash.