Join Date: Jan 2017
Location: Orange County, CA
Might be a dumb question, but did you play with the knob on the right? It should be marked with a "+" and "-" sign, and is for adjusting the vertical orientation of that cylinder. If you adjust it one way, the belt will start sliding up, and the other way, the belt will start sliding down. It might take a bit of finesse to get it to the point where it stays put when you're sanding something.
Nevermind, I just realized you're talking about the cylinder shaped spindles and not the belt. On mine, the smallest one had the same problem as your experiencing. I ended up "shimming" it with some thin paper and it worked fine.