That little screw on the very top is a real pain to get loose or tighten. I got a long piece of all thread and used a piece of tubing for a spacer for easier access to tighten the nut on the all thread.
As for the screw itself, what I found is that the hole in the body is a little larger, almost oblong, than the head of the screw. I was able to keep the screw in the extension housing and twist it into place. Then you just need a long screwdriver to tighten it.