FB's right: you don't need a retainer in headset bearings. It's probably there to make assembly easier. They also ensure that the balls don't all roll to one side of the bearing leaving the other side unsupported. If you have only one ball in the general area of a bearing and it takes a wallop that stresses that point, it's easier to distort the bearing or "Brinell" (dent) the race.

That said, the retainer takes up some space, and if you put loose balls in, in some setups you'll have a significant gap. Use additional balls to fill that gap (leaving only about 1 ball or less space*).

Clean out all the old dirt and grease, then use fresh grease and fill the recesses in "cups" (bearing races) with enough grease so that balls will "stick" and stay in place. Invert the bike, then put enough balls in the bottom such that you have less than one ball of space left. Carefully put in the fork (you should have a little grease on the "cone" on the fork. Invert the bike and put enough balls in to leave the <1 ball space. Screw the (lightly greased) cone onto the fork until the fork isn't loose anymore. Put the keyed washer onto the steerer tube. Tighten the locknut. Check to ensure that your steering is snug, but with very low friction. It may take a few trials to adjust the cone, then snug the lock ring (you may have to start with the cone very slightly loose). The key thing is: no wiggle. And a constraint is: not too tight. Good luck.

*You can get by with less, but they're cheap! Your headset bearings are called angular contact bearings, and they're the same type that are used on machine tools that must be very strong and rigid. Making sure that there is only a small gap in the ball bearings helps machine tools (and your bike) be very rigid and precise.