Is it the battery compartment cover that you are missing, or the distance scale panel?
Assuming that it is the cover (on the bottom of the flash, covering the batteries), it is a fairly straightforward plastic cover, which depends on the integrity of two plastic feet that are designed to clip into the body of the flash. Those feet can be easily broken if one is rough with the removed cover.
You can see the feet in the photo on page 5 of the manual:
For things Olympus, there is no better resource than "The Olympus Mailing List." Information, product,etc. You need to sign up to participate, as many on APUG have done. it can be found here: http://lists.thomasclausen.net/mailman/listinfo/olympus