If the stem does not lock in, either you did not insert it all the way in before locking it or you bent/misaligned a component in the keyless works. If you are comfortable decasing the movement and removing the hands/dial, you should easily be able to see what the problem is. If not, post a good, clear macro of the area & someone should be able to guide you. If in doubt, you should wait until you find a good watchmaker to handle this.