If you have broken the probe (image below left) please follow step-by-step disassembly and replacement of broken part, the fixed probe would look as per image below on the right.
DANGER! Make sure to switch machine power off first!
Begin by untying M3 bolts (use 3mm Hex Key)
Remove the back plate
Make sure not to lose any components
Gently remove the spring
Remove part that needs to be replaced
Part that needs replacement has been removed
Replace the broken part with a new one
Gently fit the part
Insert the spring back into its position
Press with back plate and tighten the M3 bolts
Insert back the probe tip
Insert the gasket
This is how repaired probe should look as per below
Connect machine back on and open Mach4. With tip of your finger apply gentle pressure on top of the tip of the probe.
If all ok you should see highlighted windows in Mach4 - this should confirm that the probe is now fixed.
To continue to probe calibration read this article Probe recalibration