I see. It is not your fault. When you bought the car, it had AFTERMARKET refills on the wiper. What you need to do is to take the refill on the right in the 1st pic (hopefully this is the one you recently bought), get the metal blades (which you don't seem to have in your pic) and then fit them on. If you buy PIAA wipers, they should come with the metal blades (I'll check when I get home to confirm with you).
Edit: Yes, PIAA wiper refills come with their own metal strips.
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