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, e.g., 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 guides. A connector connects the cannula housing to a fluid delivery system, e.g., an infusion pump. The connector includes a needle, one or more guide arms that slide over the rail-like extensions to guide the needle into the self-sealing septum, and one or more locking arms, with barbs at the end, to connect with corresponding recesses in the cannula housing. An introducer having one or more similar guide arms and locking arms, and a longer needle, may be used to insert the cannula into the patient.