Cheers for all the help, guys, I really appreciate it.
I've being reading up more on this connection - looks like I'm far from the only person who has struggled with this stupid design!
I'm shamelessly pinching images from the 75andZt forum from user ssizefive
Here is the rail and pipe that I wanted (on the right):
And here is a close up of the fuel pipe as it pulls out from my fuel rail:
Looking at those images, the rest of the gubbins inside the fuel rail looks like this:
I can just about see the orange bit inside the fuel rail, so looks like I need to disassemble it a bit more. When people are referring to replacing the o ring, are they referring to the black o ring sandwiched between the yellow and orange bits?
Having seen those pictures now, I'm sure there will be a way of getting all back together again!