Go back to McMaster-Carr and get a box of the same size, but
black finished Allen head capscrews, which will be much harder. (And
probably a box of 100 will cost less than four or five from Home Depot.
:-)

Good idea. But to make sure I am not getting the same kind of metal, what
could I look or ask for ?

What is the screw thread? It looks something like 10-32.

8-32. That is based strictly on the tap I used. I don't have a screw thread
gauge ( what do you call it ? ) right now, so I just place the screw against
the tap until I get one that lines up with the threads perfectly, then I
make a test run on something and see how the screw works. I do have a
plastic "catch-all" gauge from Home Depot and the screw fits in the #8 hole.

What drill did you use to make the hole? IIRC, the tap drill
for a 10-32 is a #21 "wire size" drill. No fractional size is close
enough to do the job right.

The only markings I can see on the drill bit are
25
ST
HS
one under another just like I typed it above.

(You *did* use a tap to make the threads in the
hole, did you not? You don't want to use any kind of self-tapping screw
for this kind of thing, you really want to have a proper tap to cut the
threads without the screw being involved.

Yep - I used a tap. I'm new but now that new! Pretty close, though!
I think it is the size of the hole and also that the end of the screw is
tapered too
much (before I even use i) for the depth of the hole that has the threads I
cut in it.

It is more a matter of *where* you get it. The ones which I
described above should do quite well -- either from your McMaster Carr,
or from MSC. I prefer MSC, simply because it is not like pulling teeth
to get a catalog from them, and the catalog has pages of choices of
screws. The black oxide finished ones tend to be rather painfully hard.

I'll give a thorough look over the next couple of days and
post back here to see if I am on the right track.

The following URL shows a photo with inset of the bushing and screw for
reference:
http://www.waycoolgear.com/ebay/wheel.jpg

But no photo of either the hole or the stripped thread, both of
which would have been more useful in diagnosing the problem

I just posted a new photo in this thread, although I'm not sure how much it
will help.
I *had* some perfect ones and accidentally deleted them from the
camera. It took me forever to get just the one I posted today so I went with
it.

I apologize if I've gotten too basic in what I sad, but your
wording of your question, and what you did not say suggested that you
needed this level of detail.

You got it all perfect as far as I am concerned! Thanks!

I have a cheapo tap from Sears, and a few from a friend of
mine that used to do this stuff in his younger days.

Thanks again for all of the help! Hope what I have written here helps you to
help me !

Thanks!
JCD