They are in the bag with the purple caps if I recall correctly. Another thing to do in addition to the tightening key is to use something grippy to hold the needle and tighten it. I use a small piece of grip shelf liner. Like this- http://www.amazon.com/Grip-Shelf-Dra.../dp/B002OJDZRA
When asking questions ALWAYS post the name and a link for the pattern if you have it.