In the meantime, I've put together a screencast that shows how I did something that I think is similar.
The key here was to activate each component and insert a midplane workplane in the slot in one component, and in the middle of the holes in the other.
Then, I use Align to align the end faces and the mating faces of the components, then the midplane workplanes to align the holes with the slot.
Then, I can create an As-Built rigid joint between the components to keep them in that orientation.
Here is the screencast: http://autode.sk/1ED3gFp
Hope this helps,
Jeff
Jeff Strater
Engineering Director