***SORRY PHOTOS WON'T LOAD HERE*** Links Work!!
The detent selector is in backwards.
I had this same problem recently. We came upon this thread, and that was the only hint of extra parts in that safety assembly.
I now have an answer for all past and future travelers who may land here!
This is the Jericho 941 Frame Safety assembled correctly. The concave end rides against the spring and the cam of the safety. The bump on the end will cause the safety to lock into safe and fire positions. The way it's assembled in the below photo will be where you'll need to have it when re-installing into the frame. This is locked "up" into the safe position.
http://imgur.com/3IG48rdHere's all the parts (pencil points to spring).
The "selector detent" (don't know official title) is below in it's correct orientation
http://imgur.com/Kq7HAF1Hope this helps!