Look at this page: http://www.badgerairbrush.com/100lgparts.htm
If you got the entire head assembly, part no. 50-0162, the whole head unscrews from the body. If you just got the tip itself, part no. 50-0392, it unscrews from the head itself. Be aware that it is very, very, VERY tiny (it makes some PE parts look HUGE!) and is easily dropped and lost (ask me how I know!). According to Badger the factory seals the tips with beeswax, however I have had mine out and back in without sealing them. The only thing is that they occasionally tend to back out of the head. Some simple candle wax might work just about as well for a sealer, but I haven't tried that.
Edit ... Sorry Tom, you beat my post by 6 seconds