Here is the situation: I have a 4002 that I am running thru a vintage 2500. Since the unit does not have a "phono button", I have to play the 4002 thru the "auxillary button". I was told I needed a phono pre-amp, and I bought a generic one on the cheap. The unit plays just fine once the cartridge hits the platter, but there is a substantial amount of static when it is not. I was told I needed to ground the preamp to the unit. The preamp actually has a screw just for that purpose, but for the life of me, I cannot figure out how to ground it to the 2500. (no screws or anything to ground it to)

Any suggestions would be appreciated.

Actually it's only the connection between the turntable and the preamp (be it external or internal to an amp) that needs the grounding.

Do you still have the correct DIN plug in the turntable signal cord, and then a DIN-2xRCA adapter to the preamp? Then you can try a short length of wire between the preamp ground and and the sleeve of the DIN plug. You should be able to stick the other end a little between the DINs, temporary solutions like this often work just great for years

There are DIN-to-RCA adapters available which have the grounding lead ready, but they are a little harder to find.