Connecting bike chain by pushing back in the pin

Hello, I received a bike chain (sunrace s8) http://www.amazon.com/SUNRACE-Chain-Compatible-Shimano-Speed/dp/B009MQVTYE and the chain came exactly as can be seen in the photo - with the pin pushed halfway through the end link. I am otherwise familiar with using masterlinks, however I considered the orientation of the pin to imply that one is supposed to simply connect the chain by pushing the pin back though the chain. So, I used a chain tool and was able to get the pin through the link so that it looks exactly similar to every other link, and the chain also moves fluidly. I rode it around and there were no hiccups but pushing a pin into the chain sketches me out. There were no special markings or grooves to indicate that this pin was any different than any of the others which connect links. Was pushing the pin back in the correct thing to do? Thanks