I have lost the grub screw that holds the needle in my pfaff cover lock sewing machine where can I buy one from.

Do you have an Instruction Manual?
http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&item=121547514278

This is a Pfaff but not you model.
Pfaff adjusting needle bar hight and timing hook to needle 1 2

Take it to your pfaff dealer. The needle clamp may be worn from over tightening the screw.

usually a gathering foot or ruffler fits on like one would fit an old style foot. Unscrew the thumb screw that holds the snap on foot holder.... and place your foot making sure the needle holder thumb screw holds the lever on the other side. And tighten the thumb screw to hold on the foot.

Good luck.

check with
sewvacdoctor.com
a1sewingmachines.com
or a babylock dealer

you may have to email these sites about the part
sewingpartsonline.com
sew4less.com
sewvacdoctor.com
a1sewingmachines.com

Turn the flywheel towards you until the needle is at its highest point, then unplug the machine and turn the thumb screw on the needle bar that holds the needle in place. Turn anticlockwise to undo.

Remove needle, and place a new one into the housing, flat shank to the back, and holding it all the way up, tighten up the thumb screw.

No there is not belt over buy the needle. There is a few plastic parts in the needle area(allso called the "head"). It may need to be cleaned, you can take that side cover off buy a screw from the top. It is a few inces down in the machine just look down in from the top right next to the end cover. You just need to losen the screw not take it all the way out. Then pull the cover of and inspect.
does it sew ok?
Also may need to remove the top panel with the stitchs numbers on it. Just bend it in the midle and it will pop off.

Well if you stripped it then there is no magic fix for it except to replace it. It's pretty hard finding the correct tap fixing the stripped threads.

There are two holes running vertically inside the needle arm.........the needles are held firm by very small screws or hex allen keys.........they may have worked loose over time, if they have fallen out and been lost, it is a call to your  local Pfaff dealer for advice......be sure to quote model number.
Your User manual may have a diagram to assist.

Have you ever changed the needles since buying this machine ??
Needles ought to be changed every 6 - 8 hrs of sewing, and more often with heavy or abrasive fabric.

your needle bar has been pushed up and is out of adjustment. You need to take off the side cover, there should be a screw on the back of your machine holding it on. Remove this screw, and remove the cover.You may have to remove the light assembly to reach the screw on the needle bar. Once you can see the needle bar, rotate the handwheel until you can see the screw on the needle bar. Loosen this screw SLIGHTLY until you can turn the needle bar. Hold and rotate the needle bar back and forth as you push down slightly. This will lower the bar.Lower it about 1/4 inch. Adjust the needles by turning the bar so that they are straight across. Tighten the needle bar screw so that the bar doesn't move. Turn the handwheel to see if the threads will be picked up. If not, adjust until they are. Tighten the needle bar screw tightly,reinstall the side cover ,and tighten the screw. Change your needles.Rethead and sew.
sewman7