Don,
Glad you found the problem.
What is the number of the locomotive? All rollers are not created equal, and the correct one must be used. Roller sizes vary, as does the mounting method.
There are 2 different rollers that mount in similar roller arm assemblies, one that has the roller and pivot as one piece, and the other roller that revolves around a separate pin that gets clinched over on one end.
Which roller do you have on your loco? The picture is not clear enough to see that detail.
Larry