Check the inside of the cap that came off. If the cap has a vertical groove and a horizontal groove it is an older style snap on cap. Look for a split in the cap usually in or near the vertical groove. If it is split and you are the original owner of the system, it is covered under warranty. In either case it needs to be replaced. Call 800-621-5886 and Customer Service will help you get a replacement nozzle.
If the nozzle has two L shaped grooves, then it’s a twist lock cap. Push it onto the nozzle stem and twist it clock-wise until it locks.