That bit is the crown race, you definitely need it. I can't see from those photos, but it's probably not sitting well because the crown race from the previous headset is still on the forks. to get them off you need to tap it against a hard surface gently to loosen it. it should take a bit of effort to get them on as well.
Actually, it might be that you're just resting the crown race where it sits, you'll need to hammer it into place. Follow above instructions.
That bit is the crown race, you definitely need it. I can't see from those photos, but it's probably not sitting well because the crown race from the previous headset is still on the forks. to get them off you need to tap it against a hard surface gently to loosen it. it should take a bit of effort to get them on as well.
Actually, it might be that you're just resting the crown race where it sits, you'll need to hammer it into place. Follow above instructions.