I've tried and tried.  Watched videos on similar products and looked everywhere for guides on how to do it. 

I have this: https://www.magpul.com/products/moe-cantilever-rail

Can't figure out how to mount it on my hand guard.  The only thing I can maybe think of is that I have the MOE-SL hand guard and maybe it's different?   

What am I missing?  It does appear I have all the parts - rail, screw, oval(ish) nut.  

Help?

Is it possible you have a M-Lok handguard and MOE mount or a MOE handguard and M-lok mount?  I don't think they will interchange on one another.

Magpul's website says the MOE-SL hand guard has M-Lok slots.  And the MOE Cantilever mount says it's for MOE hand guards.  That would make sense.  

Stupid me thinking a MOE mount was for a MOE hand guard. 

No, the MOE slot mounting system was the precursor to M-lok. The MOE-SL handguards came out after M-lok, so they never existed in a MOE slot version.
I think this is what you have. This or this are the M-lok version that will attach to your handguard. You might also want read Magpul's M-lok information sheet here that explains the difference between M-lok and MOE slots, especially page 7 that tells how they phased out MOE products.

And..... This is why I don't buy into any of these new attachment systems. I came here to find out why some items say "MOE" and others say "M-Lok", the guy at the local sportsman's Warehouse didn't have a clue. Apparently I bought an upper with MOE handguard, probably why it was so cheap. So now Moe is obsolete.