Why wouldn't this cable screw on flash trigger?

I bought this pc sync cord adapter
http://www.ebay.com/...EBIDX%3AIT
and this cable
http://www.ebay.com/...1436.l2648
This works with Neewer TT560 and fires but it won't screw on, so it's very loose.
Why does the cable screw but the neither of the ports of the flash or the adapter have threads? Which cable would be good for this set up?
BTW I'm using Nikon D7000.

What do you expect for $7. It's common to see cheapo PC sync cords that aren't threaded which this adapter is made for. You'll also notice that the hot shoe adapter you ordered doesn't lock to your hot shoe. Not a problem if your camera isn't moving much.

If you want a proper cheap PC adapter, get a Vello brand adapter. B&H Photo carries these. Your threaded PC cable will work with these.

Or, get a PC sync cable with out the threaded part.

Or use wireless triggers - that way you are not constrained by cables at all.

The only reason to persevere with PC sync adaptors and cables is if you are using a vintage camera and / or flash unit. RF triggers are inexpensive, more versatile, practical over greater distances, and obviate cables strewn between everything.

Always best to go to a good camera retailer and buy bits and pieces over the counter, then you can see if they work as you want them to before leaving the store.

Answers so far have noted some of the many matters which need to be taken into account.

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