I went shopping

[Antares]

Your set should have come with pins and a rubber circle. You use these to tighten and loosen the cables on the needles.

[salmonmac]

Maybe these instructions with pictures will help with tightening and with those extra pieces with the kit.
http://www.simplicity.com/t-Boye-Nee...tructions.aspx

[mojo11]

The Boye's set I have is ancient, but there's a thin piece of metal that goes in a tiny hole in the socket on the cable the needle goes into. Stick the thin metal thingie into the tiny hole when you're screwing the tip in and it'll give you enough grip to get it tight. HTH.