If I'm not mistaken...that's an adapter that you have to pull off to get to the actual connectors, and then replace that adapter onto the new drive. I've had to do that on several laptops that I've worked on. Just give it a bit of a tug, and if you see it start to slide off, then you're good to go.
Don't forget to take it out of the metal carriage, either
BTW... learn to use the macro function on your camera xD. It makes small/closeup things more clear