The idle screw is supposed to be prevented from turning by a "ball detent" behind it. That is a small ball bearing which is spring loaded into a small hole behind the knurled part of the screw. The only thing that holds the ball in that hole is the fact that the metal of the carb body is "staked" or pinched around it so it can't come out.
The ball and spring are either MISSING, or they are stuck in the hole and they aren't rubbing against the knurled wheel. I'm not sure where you can get those parts, but I'm sure someone who repairs carburetors would be able to fix the "ball detent".