Need A Screw To Hold The Kit Wheel On The Kit Servo

I have tried to shim the wheel but it keeps coming off. I could glue it on but I didn't want to gum up the servo. I need a screw greater than 0.75 in (19 mm) and less than 1.0 inch (25 mm). I can't find any longer than 8 mm. A common servo thread size is M2.5 but I don't really know what I need. Anyone know where to find such a screw (or have another good fix)?

Update 1/24/2013: I tried fine, thin emery paper and it seems to work. I used a small piece formed into a half-circle and inserted into the wheel. The source of the emery/sandpaper was a $1 wood kit I had bought at Michaels for one of my small grandchildren.