You may need a "headed" decapping pin. I had a die that the pin just fell out aswell. I rooted through all my drawers and all i found was regular decaping pins. Then i saw a little box i kept shuffling around, and they were headed decapping pins. Looks just like a normal decap pin with a head like a nail. I beleive my packaging was from Lyman.
In a pinch(one actually has lasted over five years now) you can use a finishing or panel nail until you get replacements. Just make sure the head fits the flat. I have one die that has a recess the head sits in and it takes a different nail than the other one.
The Lee decapper pin presses in. All of my Lee decapping/sizing pins came with a lifetime warranty. They are several years old though so things may have changed.