The set screw is a straight blade screw, not a hex screw. The bit has a flat side where this screw should be tightened but there is no way of knowing if you are tightening on the flat side or in between etc. If not tightened the screw will quickly loosen and fly lost from the shaft . forever, and no extras included in the package. A set of hex bolts from Port Freight did not have the correct thread size, so this unit is now unusable. The quick swap feature is pretty cool, but I found that it also weakens and then strengthens against the hole saw, making it almost impossible to remove. I think next time I'll try a completely manual version.