from your picture it looks like you bought it from fair oaks ford in Naperville. I bought mine from there as well and they didn't install the bracket because it was late at night. I drove the hour back and they installed it for free. However, this was all done within a few weeks of purchasing.
Chicago here as well and the dealership or manufacture had the tires set to about 45, they did this on our explorer as well. I would adjust to 39PSI, it really made a difference in ride quality over the crappy Chicago roads.
Thats where I mounted mine, but not sure if its working as I haven't gone through tolls yet. I think tomorrow I might go down 294 so I will check to see if it works.