I`ve had a simular problem with breaking the very small screw that others have talked about. Expecting the screw to be strong enough to bring the hex ends together is crazy. But I found a pretty sure way to avoid the problem. The first hex in my package went on perfectly, but the other one was very loose on the axle. So what I did was simply crimp (with pliers) the hex closed a little and the small screw snugged up perfectly. A test fit of the hex and adjusting it if necessary might be the answer.
I had the same problem...Stripped the screw before it was clamped. Evidently this has been an ongoing issue.
one hex went on fine the other hex the head on the screw broke off while tightening!
purchased two sets , first set worked fine , the second set I installed the threads stripped out of the aluminum before the hex had compressed on the shaft
Be careful with the allen lock down bolt do not over tighten they will brake easy.
after reading the reviews I was already worried about stripping or breaking the screw, i put the hex on and snugged up the screw but it didnt' clamp enough to stay on, the hex still fell off the axle so I did what the other poster said and clamped the hex with pliers then tightened the screw, the hex is on but it doesnt seem like its as tight as it should be, i bet if i pulled it hard enough i could pull the hex off by hand, oh well, id rather have it a little loose than break or strip the screw.
Update: After the hex slipped off the axle when removing my tire, i tried to tighten it up all the way and mine did strip out as well. Bummer, now I have to contact Associated and see about getting a replacement set .