okay manual states for installatiom:
1. Install lock, hold lock cylinder sleeve and rotate knob clockwise against stop. Insert cylinder into cover bore with key on cylinder sleeve aligned to keyway in housing; push into abutment of cylinder and sector. Rotate cylinder, until drive section of cylinder mates with drive shaft. Push in until snap ring snaps into groove and lock cylinder is secured in cover. Check freedom of rotation.
2. While pulling slightly on turn signal wiring at connector, guide turn signal switch inside of cover.
3. Refer to TURN SIGNAL SWITCH - Installation - Steps 1-9
4. Connect negative battery cable.
So it seems that it should snap into place and hold itself in without a set screw.....