I found the same prob.
What I did was unscrew the cap but not lift it off. Then mark with marker or scratch! a mark from the cap to the saw. I use this as a "line up aid". I think there actually is a white on white arrow (at least on the ms360) which is perfect if you have a bionic eye!
If you line them up and it doesn't go on, the the unserside of the cap is "scewiff" as ekka pointed out.
