Hello Shirley,
Sometime the clamp is screwed on by a very small screw the opposite side of the needle clamp thumb screw, or in a lot of cases there may be an extra piece inside the needle clamp that has to be inserted to keep the needle one way, or you may have to undo the thumb screw as much as you can, put the needle clamp on as far as it will go and slowly tighten the clamp thumb screw until it holds the clamp in place and you should be able to put the needle in then and tighten up.
drivewithken@blueyonder.co.uk, April 2008