It sounds like you may have more going on than just needing to adjust for windage. Normally, no more than a turn or two is required to zero the sight for windage. If you're having to turn the screw far enough for it to fall out, then something else is wrong.
Try this - roughly center the rear sight blade for windage, and then line the front and rear sights up, Does the front sight tilt noticeably to one side? If you're not certain, have a friend or two look through the sights. Ruger (and all the other gun makers, as well) has been known to send revolvers out the door with the barrel improperly timed (with the front sight not centered).
If this is the case call Ruger and politely explain your problem, and ask them for a return label. Send it back to the factory and have them correct the problem.