I see the set screws you're talking about. However, it isn't just the knob which is loose. Or, rather, it isn't the knob--the knob is fastened securely to a metal piece which is supposed to be inside the preamp, presumably connected to a rheostat somehow. So the knob together with the metal column to which it is attached slides out.
I did find out that my output knob is unfastened--this will take one of the two remedies that Swampwalker mentioned.
Thanks--I very much appreciate the feedback.
Matt