ODpurple is correct... a few other things to make sure of:
The purple armature holders aren't strictly necessary, many lathes don't have them. The o-ring that drives the armature normally will also be sufficient to hold it in the grooves.
Make sure the armature spins AWAY from you under power. If it spins toward you, it'll try to lift out of the grooves when the bit is cutting. The purple plastic retainers can hide this from you.
If you do use them, make sure they're not too tight.