My Exhalted did exactly the same thing. Turned out that the substance they used to keep it from rotating itself loose when being used was applied too lightly. I sent mine in, they reapplied it to the threaded areas, and no problem since.
I completely understand your predicament about shipping it back for repair work due to the cost. However in most cases, doing something like this yourself would likely void the warranty. You could ask around and find out exactly what they use and apply it yourself if you acknowledge that it might adversely affect the warranty. You could e-mail them at This email address is being protected from spambots. You need JavaScript enabled to view it.
to get confirmation, or perhaps even alternative solutions. I recommend you do that before proceeding with any kind of self-repair.
Also, don't be surprised if this thread gets moved to the "Open Topics" section, as this one is for reviews only. The boss likes to keep a tidy house.