Interchangeable needles problem

I have borrowed a set of Knitpicks interchangeable needles to test. If you are not familiar with the idea, the set consist of different sizes of needles and langths of cable that you can put together, and some very clever stoppers that allow you to store stitches safe on the cable.

Indeed an intriguing concept. But I face trouble: My right hand needle keep unscrewing. Not to the point where I drop the needle/stitches, but that is only because I notice the snagging and rescrew it. Anyone else encountered this problem? Any ideas on how to solve it?