If the part that you missed was suppose to be the last one in the event you can simply explode it, using the current last one as the base part. If the part was suppose to be somewhere in the middle of the event, it is best to re-explode the whole event. It is not necessary to unexploded or delete the current event, just re-select the parts. Or what you can also do is to follow the first step and then reposition the part to the correct position.
Kind regards,
Theodore Turner
Solid Edge ST3 MP6 on WinXP x64
Insight Server on Win2008 R2 & SQL 2008 R2 x64
SharePoint 3.0 x64