Tub faucet replacement help

I replaced the faucet on my tub today, and now when I pull the knob on top up to turn on the shower, the tub faucet slips off the copper pipe and shoots into the tub! There is no threading on the copper pipe. There is a piece of pvc that slides over the copper pipe, that has a metal collar with a single screw. The end of the PVC has threads and the faucet screws to that. I hope that makes sense.

TIA!

You need to tighten the locking screw.

The only screw on the faucet is the one on the metal collar that screws into the PVC piece. The screw does not go all the way through the PVC though. There is just an indention for it. Should it go all the way through to the copper pipe?

It has probably been turned out of position.
Yes it should come into contact with the copper pipe.

Thanks. I'll take another look at it.