[Talonmotorsport]

If it's the hobby torch I'm thinking of it's all there just you have the wrong shroud. The chrome part should screw straight on to the brass swan neck. There should be cork type insulator inside the shroud with a copper or brass fiting with the same thread as the swan neck. You also need the correct size tips for the wire to come through. The complete set up looks like the pic in the ebay listing.

http://cgi.ebay.co.uk/HOBBY-MIG-WELD...em230633 2d58
or
http://cgi.ebay.co.uk/Hobby-Mig-Torc...em230a8a 092b