Shure might just send you one. It's not a coil spring. It is shaped like a ring with a little gap in it, like a cylinder ring in a car engine. You squeeze it, it gets smaller as the ends get closer together. The cap can slide down over it, and it expands to catch the groove in the cap when the cap gets down far enough.
I've been messing with mine while writing this. If you get the original spring, it's easier to put it in the cap and carefully work it down over the capsule.
After rereading barn's post I think you could wrap tape around the bottom of the capsule thick enought to make a good friction fit for the cap. Again, just try not to block any of the holes.