CBL,
He's probably has a square key in that location that's keying another mating part like an impeller and the set screw locks it in place from slopping around (tolernce stack-up's).
Colin Fitzpatrick (aka Macduff)
Mechanical Designer
Solidworks 2008 SP 4.0
Dell 490 XP Pro SP 2
Xeon CPU 3.00 GHz 3.00 GB of RAM
nVida Quadro FX 3450 512 MB
3D Connexion-SpaceExplorer