I used to have a problem with both my Fiskars and Olfa rotary cutters screw loosening up and almost had one fall apart on me. I started periodically checking the screw while I was using them. Then, someone told me there was supposed to be a washer to keep the screw from loosening. I guess I lost it the first time I ever changed the blade. So, I took one of the little red felt spool pin cushions, cut it a little smaller, and used it as a washer on each of the rotary cutters, and VOILA, no more loose screws.
I'm glad you didn't seriously injure yourself. One of my friends knocked a rotary cutter off her cutting table (yes, she hadn't closed the cutter) and cut her foot. She ended up having two surgeries -- the first to treat the injury, the second to correct the first surgery.