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Help setting up a collet die

I just started reloading and as I was setting up to reload my .223. I read the instructions that came with my Lee Collet die. It suggested that you screw it down to touch the shell holder, then give it one more full turn. Problem is that I purchased the Hornady lock and load system and my die will not let me screw it down that far. I switched out the Lee nut for a redding lock ring on the collet die and it gained me a little. Now I can go about 1/2 to 3/4 turn past touching the shell holder. Any suggestions and how do you know that you have it set correctly? Thanks!
 

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