JES

Here's what I did. It becomes impossible to remove the ballnut from the screw once you have machined the end of the screw down without them falling out unless you have some form of keeper. I had to remove the nut so I could machine both the screw and the nut. Windows 8 has forced me to load the photo at 90 degrees but you can see what I've done. Mine's a 16mm ball screw BTW.

The nut contains a length of rod that is threaded M8 internal at each end and is currently preventing the balls from falling out. I have a bolt and washer at each end to keep it in there! The other rod is bored to fit over the reduced end of the screw and threaded M8 so it also screws into the other rod – it's only used to transition the nut from the screw onto the keeper. Once the nut has been persuaded onto the keeper and the bolts fitted, you can breathe again!

BTW, both the screw and the nut are machinable if you use carbide tooling. Keep the speeds up and keep flammable materials away when you do it!

Murray