It wouldnt be too expensive to replace it, but it shouldnt really need to be replaced, its not a wearing part. You do have the angled face of the 'nut' mated to the angled face at the bottom of the stem, so that both will slide on tightening to push out and hold the steerer tube in place? If you put the nut on the wrong way round, it may not work?
Usually if its moving, its because the allen bolt is not tight enough. I would expect to put a bit of effort into tightening it with a 6 inch long allen key. With a tool any shorter you need to grunt to get it tight enough.
If you have no joy it may be time to take it down to your local bike shop. Hopefully if you get them at a quiet spell, someone can have a quick look and sort it out, if its a simple fix. The older the bike shop, the better, as they may well have spare bits lying around....
