Tim,
There are no threads on the rack-side, just a ball and socket. I'd center the steering wheel first.Look on top of the rack where the shaft from the steering wheel connects, there should be a pink mark on the rack and a blue mark on the shaft, line those two up and it should be centered. If the wheels are cocked at that point, adjust the tie rod ends to get some toe-in and the wheels straight.
No reason for the end to come off the shaft unless the jam-nut was loose or the steering wasnt centered from the factory. If the end popped off the ball at the spindle the second time, you need a new end. It can be hammered back on but will pop off again.