I'm not sure about the Jet, but my HF lathe has a couple of split rings that hold various bits together. If your c-ring has a couple of holes near the ends of the C, then split ring pliers are what you need. They're like needle nose pliers, with little pins that protrude from the tip which you insert into the holes to finagle the ring into place. Harbor Freight has 'em for about $5.
Be warned, it's easy to overstress the ring and permanently bend it or break it. Just don't spread it too much and you'll be fine.
If your c-ring doesn't have holes, then I'm not sure what to recommend. A pair of pliers on each end might work in a pinch, but there's probably a much more elegant solution. Hopefully a more knowledgeable member can help out if this is the case.
