My "Toshiba" equivalent came with the same but it also had a circular, approx 1/4" wide and 1/2" diameter device with the spare tips. There is a shaped "slit" or "cut" in it and this was apparently the "tweezer". You may well have chucked it out while wondering what it was for. I almost did before I emailed iRex to ask.
I'll be astonished if I ever need to change the tip though, and I do scribble a fair bit on my DR and the tips do not show much sign of wear yet. (8 months of use and abuse now)
regards
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