If the section with the upper bearing isn't threaded then it depends on the compression ring for centering and stability against the steerer. In a pinch you can make do with an O-ring. You need one that is a bit too big to squeeze in there, and sticks out over the top a bit so the next part can compress it into the conical space. Go to the hardware store and bring back a few in the right diameter, but varying thicknesses, and try them trial and error until you come up with a winner.

You'll notice that I started by saying that if the upper bearing unit wasn't threaded... That's because compression rings are usually used in threadless headsets, and hybrid headsets that use a compression ring combined with a threaded locknut are rare birds.