After filling the device from the top, you need to inhale on the mouthpiece to cause a bubble. That will create pressure in the bubbler to hold the water in place.
Try heating up the tip several times to warm the body of the Stinger. This should warm the O-rings holding the bubbler in place, allowing it to be twisted clockwise out or pulled straight out.
Fill a glass with water and put the bubbler slightly into the water and inhale a small amount of water up into the bubbler. Pull just enough water to cover the slits in the bubbler.