The magnet thing is called an RF choke, the manual says to wind the 3D glasses cable through it once or twice before plugging the card end of the 3D glasses adapter into the Power Base Converter. It's purpose is to reduce interference which I can only assume screws up the shutter operation in the 3D glasses.
The screw is used to attach the Power Base Converter to the back of a Model 1 Genesis, you'll notice a screw hole there. I think the modem uses this too. But securing it this way is almost pointless since you'd have to remove the screw every time you run Genesis software.