Thingiverse - Solidoodle 3 Filament Feed Guide

Yep, it was a little hard to swing it into place but once in place it holds solid as a rock.  Actually, that's orange, but the flash on my iPhone makes it look a bit yellow -- compare the orange on the filament spool behind it to the orange of the same filament as it's coming through and you'll see what I mean.

I printed it without supports and had to trim a little bit, but that's only because the curve goes a little past the semicircle, so there's a little bit that's printing with nothing to stand on.  I think if you'd put in a support just to that point -- or ended at the semicircle -- it would have been free of that.  It can print a pretty steep curve as long as it's not a negative curve.  But, as you said in the instructions, the little bit you have to trim doesn't impede form or function at all, so it's fine to leave it as is.