First, proper terminology so we know what you are describing would help.
1) powder die--it screws into the tool head.
2) Powder funnel--it is the insert that does the case expansion and case mouth flaring. Strange, when I asked for a .38 Super powder funnel in the Dillon store they pointed me to the display for regular powder funnels. So, I like to call them case-activated powder-through expander "powder funnels."
(You see, Dillon licenses the design from Lee and Lee trade-marked powder-through expander, so Dillon had to call it something else--but I really don't think "powder funnel" was a very good choice. The Lee measure is nothing more than a Lee Auto-Disk with an adjustable charge bar that actually works.)
3) The collar clamp must be properly installed in the powder die groove and the Body Collar Housing groove.
Place the measure on the powder die and make sure the collar encompasses both the die and measure grooves and finger tighten the two clamp bolts. You can leave it just loose enough that you can hold the measure in position while you screw the powder die body up or down as needed.
First, you set up the powder measure/powder die with nothing else on the press:
Install the powder die in the tool head and drop the caliber-specific powder-through expander "powder funnel" in the die—grooved end UP. Install powder measure on the powder die and tighten collar bolts.
Place a sized case the shell holder and raise ram with case entering the powder measure station.
Screw the powder die body down with the case in the shell plate and ram raised all the way up. If you can, screw it down until the powder measure has completely activated (fully open position) so the back of the charge bar is all the way forward. If not, lower the ram, move the case back to station 2, screw the powder die down 1/8 turn, and check for full travel of the measure with the ram raised all the way up again. Keep adjusting until the case fully activated the measure. At this point, you have expanded the case ID, but haven't flared the case mouth necessarily.
Now, it is just a matter of adjusting the powder die body down until you get the flare you want. I use enough flare that I can place a bullet on the case and lightly push down such that, if I pull the case/bullet from the shell plate and turn it upside down, the bullet stays on the case.
Also, my personal philosophy is that more rounds are ruined by NOT flaring enough than cases have dies an early like due to excessive flare. Don't be afraid to use about twice the amount of flare you "think" is proper.
*When you get the flare where you want it, and with a case in the die with measure fully activated, lightly tighten the lock ring on the powder die. Take about five more cases, size and run them through and be sure that they ALL fully activate the powder measure and they all have sufficient flare. If not, loosen the die body lock ring and screw the die body down an additional 1/8 turn. Go back and size these cases again and repeat from the asterisk above.
This generally takes less than one minute and the powder die and measure can't lose the setting unless the powder die lock ring gets loose or the collar get so loose it almost falls off.
So, it simply involves making sure the powder measure completely cycles open, you are getting the flare you want, and everything is at least hand-tight if no wrench tight.
You can also go back and read page 23 of your Dillon manual. There might even be useful visuals on the Dillon 650XL DVD. I know the 1050 DVD showed me several things the narrator/technician did without thinking about it that made things easier for me.