WARNING: This page is about a different car, the 2003 Cadillac CTS. However, it is still accessible from the selected car via links, so may be relevant.
Align the head restraint shafts to the retainers.
Slide the head restraint down until fully seated on the top of the seat back.
Fig 1: Aligning & Inserting Head Restraint Shafts To Retainers