Yes, that sounds like the assembly pin retention spring. It fits into a slotted area on the aluminum frame, and you will likely have to remove the frame from the polymer grip to replace the spring properly. An excellent guide to disassembly and reassembly of the P11 (same as the P40) can be found at the Northwood Components web site. It is for installing the the Northwood aluminum trigger, but provides excellent guidance on how to take the frame out, how to put the spring in, and so forth. It is in PDF format, and can be downloaded (and even printed out) to help you.
Assembly guide here
http://www.northwoodcomp.com/p-1140triggerinstallationguide.aspx