An infusion set is provided for use in delivering fluid through a cannula, which is housed on a cannula housing, to a selected subcutaneous infusion site on a patient. The fluid is generally a medication, for example, insulin. The cannula is in fluid communication with a fluid passageway surrounded by a projection on the cannula housing that includes one or more rail-like extensions acting as connection guides. A connector connects the cannula housing to a fluid delivery system, such as an infusion pump. The connector includes a connecting needle and one or more guide arms that slide over the rail-like extensions to guide the needle into the self-sealing septum. The connector includes one or more locking arms, with barbs at the end, to connect with one or more recesses that are provided in the cannula housing.