A lot of people misunderstand how the sequence of events work in the episode A Hundred Days where Teal'c goes caving where a Stargate was buried to save Jack. The Stargate only sends complete objects, so how does the rope attach itself in the cave before Teal'c steps through. Short answer: it doesn't.

Here are the key functions of the Stargate relevant to this scenario:
The Stargate only sends complete objects
Anything that goes into the Stargate comes out the other side at the same velocity it entered
The Stargates have a buffer to hold objects before they are sent through the wormhole or re-materialised

So what happens in this instance is that Teal'c shoots the harpoon (1), waits for a moment (2), then steps through the Stargate (3). Only once he has fully entered the event horizon, the Stargate can send the harpoon and Teal'c through the wormhole (4). As one package they arrive at the receiving Stargate and enter the buffer. Now, the receiving Stargate can start materialising the harpoon first (6) which exits at the same speed it entered, followed by Teal'c (7) who gets winched up to the ceiling of the cave.

If Teal'c shot the harpoon but never stepped in, the gate would close after 38 minutes, and the harpoon would shoot out the other gate with a cut rope. This is what happened in Torment of Tantalus with Earnest and his umbilical cord. If the harpoon didn't lodge itself into the rock, Teal'c would have fallen back into the event horizon and been irreversibly de-materialised again, just like the MALP they had send hours earlier.