It's important, especially with the older smooth-stemmed dies, to use the proper tools to secure the stem. Failure to do that has always been related to any problems I've had with them. Make sure the threads on the collet are not dry - they will tighten more easily and securely with some lube- but the stem can (should) be dry.
I imagine Hornady may also replace the old version parts with newer ones if you give them a call.
