Are you talking about the icing plug? I think it's on a sticky at the top of the How Do I? thread. Says something about a "great tip from my instructor" I think.
If that's not what you're talking about, then I hope this is. When I pipe, I grab the bag just a hand-length from the tip, using my right hand (that's my dominant hand). Then I squeeze/pinch the bag using my thumb and forefinger of my right hand. Twist the bag a couple times at this pinch mark. This seals off the area you're actually piping with so that when you squeeze, the icing will go out the tip, not back into the bag. You might have to hold the upper part of the bag depending on how full the bag is so the icing doesn't fall out.
I do what Rose_N_Crantz does about twisting the bag not too far from the tip. I keep the rest of the icing from coming out the back end of the bag by closing it with a rubber band or a twist-tie. Doing it like this gives you a lot more control over your piping, by the way, and goodness knows I need all the control I can get.
I do the same as Rose N Crantz and Marianna46, except I use a Twixit http://www.amazon.com/dp/B00076VGQY/?tag=cakecentral-20 to hold the top of the bag closed. I also use the icing plugs RNC mentioned
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