The kit should have come with two 4-40x1/4" screws and two 4-40x3/8". The two 4-40x3/8" screws were to attach the two sockets and terminal strips together. The other two that are shorter go in the socket holes that have no terminal strips. Perhaps you used a longer one on the wrong side of one socket. If that is the case, you should not have to go out and buy extra screws, just swap them.
Richard