Yeah, there's supposed to be a sealing washer.
You can get them here, amongst other places-
http://www.busdepot.com/details.jsp?partnumber=N138152As a substitute, for years I salvaged the sealing washers from my spark plugs, and reused them on the oil drain. I got 4 oil changes for every spark plug change, and never had a leak. In fact, I may go back to that, because since I switched to the "correct" copper rings, I always have a wet drain plug screw!
Jim