There has to be a master link. We all have the same cheap chinese parts, and our has one. It looks like a 'fat' regular link only that it has a pin that comes out and it opens.
As for the kill switch.. here is a thread explaining how to wire it: http://motorbicycling.com/f39/kill-s...ring-8058.html
There is also a very helpful drawing by 2door. It's very easy.