IIRC it came with a few different sized rubber bits that you can insert in the ball (ooh err ) once you picked the nearest sized one. Then jam it in the ball recess and screw it on. Mine's been on a few months now, spirited drives included, rock solid. A few places do them, so google around.
http://www.demon-tweeks.co.uk/performance/gear-knobs
Just be careful to use some mole grips on the stick when you try and unscrew/screw your knob, you really don't want to twist it hard and risk damage. There's a guide or two if you have a little look around.
I'm sure one or more of the traders on here can help, think I got my first one from Steve @ Redline. Also, if memory serves, someone even manufactures their own with cool Zed related etchings.