Don't feel bad, I did the same thing. Just a few seconds before I was about to use some persuasion from the 'blue tipped wrench' I discovered the second set screw. Why they used a second screw is beyond me, but they did.
"If it ain't broke, I haven't gotten ahold of it yet!" '51 Chevy 1/2 Ton 5 window '55 Chevy 210 wagon '75 Chevy C10 '84 S10 Blazer '85 K5 Blazer '01 Monte Carlo SS One VERY understanding wife http://community.webshots.com/user/51rustbucket