Jordan, the media is set up in the right order. The part you ask about can be used to clip on the outlet pipe (where it enters the tank) to avoid the hose kinking.
In your pics, you have the tap connectors open (this is fine). When you come to cleaning your filter, close off the taps (they will be horizontal to the piping rather than in-line) and this way you can disconnect your filter (by separating the two taps) without losing your syphon, or more importantly, without having to pull any tubing.