Do you have the 'black edition'? If so, the post screws are awful and they don't hold the wire good.. I had to twist the wire all the way around to get it to stay.. I'm using 28g.
and yes the allen wrench is for the airflow control on the bottom.. do not overtighten it.. you will need to play around to see how you like it.. if you start to get dry hits, you may need to tighten it a little.. You will eventually find your sweet spot.