Here is a picture of the head. It's called a "dual valve head" and doesn't screw on.



I watched the how to video (2:50 in) and the guy simply pushes the head down onto the valve and pulls the lock up.




Seems easy enough, but like @Phlorida mentioned it's a bit tough on the valve and really doesn't slide in or off easily. Not sure if I can lube or grease the nozzle, but that may be a good option. I did try twisting, pulling side to side everything to try and avoid loosing another tube, but nothing worked. I spent about 10 minutes trying to get the nozzle off easily, but it wouldn't budge no matter what. If I loose another tube I'm just going to send it back as I noticed others having a similar problem after reading a few amazon reviews.