John (Rudd),
Just been out to the mill and stripped off the handle/dial/bevel gear. The machine is a metric one, but the shaft of the leadscrew measures 0.625 in Ø (5/8"
or 15.8mm. So you takes you choice. The bore of the bevel gear fits perfectly on this. Be sure you aren't trying to fit it with the supplied casting – that's for a Bridgeport machine only.

Maybe if your bevel gear isn't the right bore, you've been sold the wrong power feed unit? If you will forgive me, you may have not measured the bore/shaft dimensions accurately enough. Have you tried fitting the bevel gear on to the shaft?
This what my installation looks like when complete:

I found that the limit switch also needed slight modification. As supplied, the cable exits at the bottom; I needed to make a new exit on the side to clear the Y-axis feed mechanism:

All these pictures and more are in my album "Warco VMC Mill". Here's the relevant page from the installation manual, though I assume that you've got this anyway.
Hope this helps,. Good luck,
John