The supply hose needs to be connected to the cold hose connection. You are going to be controlling water temperature with the faucet controls (hot/cold/warm). Since the rinse cycle is usually cold, you need to hook up to this side to make it work.
Note the hose cap on the unused hot side. This is actually important. The solenoid valves have enough slop in them that there is some leakage out of this connection, even when you're just running the machine on cold. Yeah, I found this out the hard way.