Heather,
I have the same problems with my Remora Pro. Another problem I've experienced is having to dismantle the setup, take the Rio pump off, and drain it of any water if the power goes out...otherwise it won't restart after a power failure (which, unfortunately, happens sometimes in New England in the winter).
I currently have a nylon/plasic locking tie-strap (you know, the kind with small teeth used to tie-up bunches of computor cords) around the rubber hose, otherwise (like you said) the rio pump will just slide off and blow your substrate all over the tank (which really bites). But a 1-11/2" plastic hose clamp (if your lfs carries plumbing parts) will also work.
You're right...the screw which holds on the skimmer box is absolutely useless, but I've been able to keep mine on by positioning it as high as the water level will allow, and also using the rio pump to support the box. But all in all, the skimmer box is more trouble than it's worth.
Having said all that...the Remora Pro really DOES skim like crazy. I have no complaints about the actual performance of the unit.
Bluto