latelatebloomer
here is a link to a shimano pedal pamphlet - it has information about attaching cleats
http://www.shimano.com.au/publish/co...pd_m515_si.pdf
mtkitchn
If you look at the pamphlet too - one possibility is that your shoes already came with the cleat nut for spd type cleats under the sock liner - lift the sock liner (insole) out and have a look. If there is a cleat nut it should just lift out. If that isn't what it is then I am out of ideas



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