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Dotty, that didn't work unfortunately, but thanks for sending the link anyway. I don't know the geni.com site so I must have a look at it.
Someone on the Genes Reunited message board explained and it's so easy. Just click on the 'add' tab underneath the name on the tree, then click on 'partner', then the 'find existing' tab and type in the cousin's name.
(I just thought I'd add that explanation in case anyone else has this problem. It's easy to do once you know how, but Genes doesn't seem to explain it anywhere.)