I bought the same set. What worked for me is that you have to use the mount from amazon along with the big silver thing with a nut and the other nut as well (just as it was on your mirror initially). Hand screw them into the mount, then holding the mount + metal nut + big metal cylinder/nut, screw the mirror onto the mount. You will only get in a few turns but enough to keep it on.
Now using two wrenches (I used one wrench and one adjustable because I didn't have two of the same size), hold one nut with the wrench while you twist the other nut and the mirror will start tightening and going in. Repeat this until you get the mirror all the way in, I think mine has 1-2 threads that are still visible. Now you have the mirror mounted into the handle bar mount. Mount it on the handlebars where desired. If you need photos or something, let me know.