There's a tiny screw on the side of the knob that needs a very small screwdriver to turn it. I think I used a Torx, but I forget if it was a 2,3,4, or 4. Chris Church could tell you if you can't find a screwdriver that fits.
If it hasn't fallen out, it needs to be tightened. If it fell out, Chris will send you another one-just ask him.