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I couldn't get the attaching to work. Perhaps I missed something? Also, the sensitivity is a little high for me as well.

Hi,  i am sorry to hear ,that you had problems.

To attach and detach objects to "rubber band network", aim and press left mouse button at the blue object (it works even at distance).

To attach and detach yourself to objects in "rubber band network", press E.

You can customize mouse sensitivity using mouse scroll wheel during gameplay.

I hope this helps.