I'm using a Lyman 9mm set and there is no lock ring in my set, As Walkalong said snug it down and you're good to go.
I removed my decapper rod and use a Lee Universal decapper in an old Lyman Spartan press to keep my Redding SS nice and clean.
A quick tip, remove your neck expander M die plug, the very tip is removable, and make sure it's nice and snug with a drop of blue Loctite. Mine somehow walked out and was messing with neck expansion when I first started using it.