If I understand you correctly you lost the clip that holds to ball stud in place on the window regulator. Technically that's not a cotter pin (goes thru a hole in something and either is bent or spring loaded to keep things together - example thru bolt to lock a nut in place such as on an axle shaft). It's more of a spring clip as illustrated at
http://compare.ebay.com/like/1109427999 ... s&var=sbar . Unfortunately it needs to 1) fit tightly in the slot while 2) gripping the ball stud. You can have a go a a good hardware store (big box HD or L) are not IMHO good hardware stores or you might try a good auto parts store like NAPA to see if Dorman or some such produces the clip.
Alternatively, your best bet might be to check with Steiger Performance. I know they don't include that part but you cannot be the first customer to lose it. Hence they may have some or at least know where to get one.
Other than that any KJ in a junk yard will have one.