If by the piece not locking in you mean the express barrel does not have a spring barrel detent on the guide ring, it is easily remiedied.
The inexpensive way is to order a package of wave 3 washers from Brownells for about $6. You only use one. They may be marketed for the 1100 but will work with an 870 barrel and I THINK with a supermagnum. That is the cheap way that I accomocated a new style Express barrrel without a dentent to work with a new style magazine cap. Some just get an o ring from the hardware.
The slick way to do it is to have a detent istalled on the barrel guide ring. If when ordering a barrel from Remington by telephone, I think they will do this for $25. If you have a barrel already, it should be a simple job for a smith; especially if the hole is already drilled on the guide ring. Some barrels without detents come with the the hole and some without.
If you are adventurous and the hole is pre drilled. a staking tool for that is about $20. The detent is about $3 and I don't know about the spring.
You can shoot without anyting to keep it tigth if you keep checking. Even with the wave washer it can loosen up with enough use.
