Phil

Are you using a locknut between the shaft and the coupling? If not then you should. You could also put a drop of Threadlock onto the shaft before you screw it into the coupling. A locknut and threadlock are almost mandatory at the other end or you'll keep losing propellers at a frightening rate.

When you fit the locknuts, ensure that they are positioned to give the minimum play on the shaft so that it can't move backwards and forwards. Lock the shaft up and then just ease it off very slightly.

You will also notice in Dave's photo that there is a steel washer between the locknut and the end of the tube. You need one at the propeller end as well. These are important as they actually transmit the thrust to the model and take the load off the motor drive shaft bearings which will make it last longer. The washers are also very useful in limiting the amount of water that can enter the propeller tube.

Colin