Thanks for the suggestions. I'm still trying to get it figured out. I've looked at the diagram I found for what I think is my actual knob, http://www.us.kohler.com/onlinecatalog/pdf/1097384_5.pdf but I'm still not much farther along. The screw in my diagram is actually attached to the handle...
It does push on, but then it won't stay on. Inside the cap is a little screw that has something to do with it staying on I'm sure. I can push it on and use it to turn the water on and off, but then it pulls right off.
I've had a Kohler master shower for about 10 years or so, and the volume control trim knobs have come off. This is a link to a picture of the knob, http://www.plumbersurplus.com/Prod/Kohler-K-T9472-7-CP-MasterShower-Volume-Control-Trim-with-Cylinder-Handle-Polished-Chrome/45182/Cat/1196...