Basically u turned in the "smoke screw" far enough that the lock nut cant thread?
The smoke screw is in there pretty tight, but personally, it probably should be on there. Turn the smoke screw back out enough to thread the locknut on at least.
If ya want smoke, turn up the fuel screw. All the "smoke screw" does is set a preload on the afc pin "fuel pin" to achieve full "rack" travel inside the pump sooner, thus making it smoke in the bottom end.
Honestly, all the smoke screw does other then make it puff a lil black on take off, is increase your cruising EGT's.