Are you talking about the springy thing on the quick release?

They make it easier to mount the wheel by keeping the quick release centered. But, once the wheel is on the bike, they don't make any difference.

Ask your local bike shop about them if you wish.

Here are a few I was watching on E-Bay.

Bike Hub Skewer Spring ? 8 Pcs Silver | eBay

Yeah... they're easy to loose