Maybe the set screw is not reaching the pin. Try to assemble it without the axle part of it. When you put in the pin and tighten down the set screw can the pin still move? You could also try a different set screw as sometimes it just can't hold onto the pin anymore for whatever reason.
There is great need for a sarcasm font.
You never know when it will strike, but there comes a moment at work when you know that you just aren't going to do anything productive for the rest of the day.
Sometimes I post just to look at my avatar.