Tom, you probably have something like the PS120 type filter (http://www.parker.com/literature/Racor/14401_Rev_-_PS120_Series.pdf
). If so, there is a gasket and I doubt you will be able to run without it. If this is not your filter, just shorten the link and look at other Parker/Racor filters. These types of filters are generally self-priming, but the pump will pull air without the gasket when you need high fuel flow rates. As you see from the picture, the bowl is a screw on. My guess is that the person changing the filter did not get it on tight.
an added note, the o-ring was on there, but whenever i tried to tighten the bowl onto the filter, it would slip. i didn't see anything stripped and tried 2 different wix filters with the same result. i think they were just offsize from the original detroit filter since they really wouldn't tighten up completely. Now i don't care since we took the bowl/filter out.