Gaston Suggested this to me for the same problem and it worked a treat:

Take off the knob, take one of the set screws that came in the box and insert the set screw with the allen tool that came with your machine. make sure you guide the screw properly and do not go in in one shot but instead by small increments while backing of, so it should be more like a zig zag motion where you screw a quarter and back off 1/8 of the run. Do not attempt to flush the screw with the slider because you only need to get in about 3mm.
If you feel like you are forcing the screw then it's time to remove the whole screw. Once you have done that put a drop of oil in the threading for the give knob and you should be good to go. Should you have any further questions contact us directly at [email protected].

Hope it helps