I have the same problem with a regular aluminum rod. I read in another help column to use plumbers tape but i found it to be too thin and it did not work, i read also to use electrical tape so i will (have not yet). last thing I read also was to cut the tip of the pipe and use from there, as I do not want my lamp any short I will probably do this only as a last resort using a hack saw
tony
October 2011