The AR XA headshell attaches to the tonearm in a different manner than what is common with the SME type headshell. The AR XA headshell has spring loaded pins in the headshell that mate with fixed counterparts inside the arm wand. This differs from the more common SME type headshell that is just the opposite - fixed pins on the headshell and spring loaded counterparts in the arm wand. Why is this different important?
Since the AR XA headshell is made of plastic and the arm's locking collar is metal the 'threads' on the headshell neck are susceptible to damage if not installed properly. The threads inside the locking collar will chew up or crack off the headshell threads if the headshell is not installed properly.
So what is the proper way to install the AR XA headshell? To properly install it the headshell should be inserted into the arm wand until flush and held in that position and only then should the locking collar be tightened. The collar should be not be over-tightened. This method of inserting until flush and then locking is the opposite from the SME type headshell where the headshell is 'drawn' into the arm wand by rotating the locking collar.
Now, even following the proper procedures there is some risk to damaging the AR XA headshell threads. Be careful and remember there should not be a great need to install and remove the headshell repeatedly. The plastic vs. metal battle is not a fair one and over time the metal will win out.