This threw me at first too. The "nut" piece you are looking for is actually the same bit that is used for compression connections on the drain pipe. I think you can get them separately at the same place you get the drain pipe, if one isn't included already. The threads match up and it works OK.
It doesn't seal, however. This is why most folks use JB weld or something similar to seal up all the cracks and gaps around the element. These threads aren't meant to seal by themselves, since they're only meant to apply pressure to the nylon or rubber piece on the drainpipe that does the actual sealing.