Did you lose the spring when you removed the sight blade? Only way the blade could be loose in the slot is if you've lost the spring, spring was broken, or you have the spring wadded up on top of itself and not free traveling in the bore.
To install, you'll need an allen wrench or drill bit small enough to slide into the bore in the side of the sight base. Starting with the windage screw removed, slide the spring into the bore, compress it with the wrench/bit, angle the RIGHT SIDE of the sight blade into the slot first, lining up the punched "bump" on the front of the blade with the cutout in the slotted base. Let the left tip of the sight blade come down to rest on top of the spring, then while pressing down on the blade, use the wrench/bit to compress the spring far enough to let the end coil of the spring clear the spur, it'll slip into place, the spring will lock it into the base. Hold the blade to the left against the spring pressure while you install the windage screw.
Many inexperienced folks who have only done a few will tell you to start with the LEFT TIP of the sight blade spur first, but you will run the risk of ruining the windage spring and binding things up by doing so (spur goes through the spring between coils, crushes it as you install, jams everything up, only travels in one direction if at all). The manual says to point the RIGHT TIP first, away from the spring in the manner I explained above to avoid this damage.
