I damaged this part myself awhile ago... I just purchased a new head assembly rather than go through the trouble of finding a place to buy the part and then fixing it...
But here's how it got damaged in the first place... I had the front end of the airbrush dissasembled for cleaning, and it just sort of popped out (and then I stepped on it before realizing where it was). My recollection is that the part wasn't threaded, so your best option probably is to use an old needle/the flat end of a good needle to push it out from the back.
As for putting the new one in, your guess is as good as mine... I'm still a novice with the airbrush myself, and shelled out the extra bucks to buy a new head assembly.
By the way, why are you changing the tip? If it's damaged already, I wouldn't worry about damaging it anymore... I don't think you're going to be able to fix it on your own. If it's because you want to alternate between spray sizes, I'd think that it'd be much faster and easier to buy a new head assembly so that you only have to change 2 parts (needle and head) rather than 3 (needle, crown, and tip)