Lightly or loosely install a blade top and bottom, tighten the clamp very lightly, just barely enough to hold it. Works best best if it is a thick and heavy blade, say # 5 and up. Use a 3mm allen wrench to tighten the set screws, and then tighten a bit more. Now you are centered.
As Jimbo mentioned, loctite works, but use the one for easy removal, believe it is blue.
The set screws back out because there is movement in the arms when the saw runs and with the blade in place they can't get tighter so they start to back out. Loctite or reset them every 8 to 10 hours of cutting. No big deal.