Needle clamp fell off. got a new one, but need

I have an XL6452 and the same problem. I figured out that you can use a tiny screw driver (or an allen wrench might work). I tried using the screw that tightens the needle but it didn't seem to work. The screw looks like it just a hole. It took a lot of turns to get it loose enough so you can put it on. You will see it come out.
Once you get it on you can tighten it.

Did you ever got it back on? I am having the same problem! Mine fell off and I got a new one but I can't get it to stay on. The knob to hold the actual needle in place has nothing to do with keeping the clamp on, right? I am so fristrated and about to super glue this stinking clamp to the machine...help me!!! Am I supposed to be doing somehting else?

There is a tiny set screw on the same side as the needle clamp. It requires a "star" screw driver. These can be purchased at auto stores. My guess is that the vibration from machine use loosens this screw just enough to allow it to finally fall off.