Wallace,
Your new pump should have had the screw already in place.
The extra line is a fuel bypass hose. From the BBB section 07-11/3 B. Electric Fuel Pump:
The fuel pump (large design) has been replaced by a new fuel pump (small design) with a bypass system. The bypass system prevents fuel vapor lock in the fuel system. The vapor bubbles are forced back into the fuel tank through the bypass connection which is connected to the fuel return line by means of a T-piece (Fig 07-11/7)
Naj, I recognize that fine picture you posted.
Regards,
280SE Guy