Just drop the steel ball into the main valve body (the part still in your gun). It should sit on top of the o-ring that is still inside.
The spring goes on top of the steel ball and the brass cap slides down over the top of both and screws into the body with I think and 8mm socket.
The o-ring on the stem of the valve cap is what seals the cylinder when you screw it on to the action.
Hope that does it for you.