Hi Chad,
I think some lanterns come with them now but they used to be strictly an add on. You can usually pick them up at a discount store or good sporting goods store that sells coleman parts. It comes with some mounting parts that you will probably want to remove. What I really like about these strikers is how close you can get your spark to the tinder. This evening I was having trouble lighting a small piece of fungus that I charred because I couldn't aim the firesteel that well. I used the coleman lighter, holding it just above the fungus, and one turn of the sparker and I had a nice coal going. This would really work well with a pile of magnesium that blows away just from the air currents created from your hand. With a little practice, it can also be operated one-handed so if a hand was injured, you could still get a fire going.
Another little trick worth doing is to pull the knurled knob off, and grind a small groove on the rod for the set screw to ride in. Then use mild loctite to lock the screw once it's tight.