Originally Posted by joecaption
#1 most likly the screw is metric, so if you bought an english wrench kit it will not fit.
Take the knob and screw to any hardware store.
I finally solved the problem by following the advice above. I took the knob on the deadbolt down to Home Depot in the middle of the day (don't go at closing when they are more interested in getting out of there than helping you).
The man eventually found a very tiny screw for it since the other screw fell out. It was only 60 cents for 2 of them. Then we walked over to the Allen wrenches and found a $5 kit of many wrenches. The tiniest one fit the screw in the knob.
I went home and attached it in under 30 seconds and it works great.
You'll laugh--this issue has been a headache for several months with the knob always falling off the door. It only cost about $6 total to fix it plus gas and about a 1/2 hour of my time. Next time I'm going straight to Home Depot (or Lowes) with the problem materials and ask them how to fix it. It may even be faster and more reliable than trying to post on a website when I can't physically demonstrate the problem.