Thanks for all the help with that guys, I'm happy to know that people here are so helpful. Yesterday morning looking at the set I realised the white thing on that piece were the rubber bands- it probably sounds stupid to you, but my only recent sets have been the current City Fire Station, Police Boat, Ambulance and Street Sweeper and the Exo-Force Stealth Hunter, so I haven'tt used LEGO rubber bands in a while.
Unfortunately, I discovered this AFTER I filled in a missing pieces form on the LEGO website, so I have more rubber bands on the way. :-$ All the same, I'm glad I bought this set, I think it's really good.