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It was incorrectly reported to you that there are set screws which secure the threaded piece. It is a snug force fit, and I have had one come loose as well. I secured mine with a series of centering taps. I also used a liberal dose of silicone sealant around the seating edge. Seat it best you can before you put the wheel on, then when you install the wheel and knock-off, tightening the knock-off will finish the seating. Never had a problem with it since. I don't even bother with those small set screws on the knock-offs, if it's tight, with the rotation direction of the wheel, it won't come off.
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