Retainer, X-Axis Bearing, X3 Mill 

In your instruction manual, this part appears on the parts list as:

Item No	Models
166	Grizzly G0463 Grizzly Small Mill Harbor Freight 93885 Central Machinery Small Mill Various X3-US SIEG Small Mill Woodstock International M1110 Shop Fox Small Mill
185	BusyBee CX611 Craftex Small Mill Various SX3 SIEG Small Mill
266	Grizzly G0619 Grizzly Small Mill Various SX3 SIEG Small Mill

Click your model to see the complete parts list.