I have one older stick that does this and yes, it is annoying. I've tried using (gently) the plier method to tighten it extra tight, but in the end the ball keeps coming off. Glue may be your only option, but this is an option I refuse to use.Jedite:
My old-style joystick jus' keeps screwing off and when I play sometimes, it comes off and fucks me up while I'm playing. Does anyone else have this problem? I have another old-style joystick and it dosen't do that.