Idle Adjust Screw / Nut

Hello,

Hopefully this is an easy question. The nut portion of the idle adjust, the part that's attached to the "Cable Support Assembly," is spinning when I try to adjust the idle screw. I ordered a new one and went to install it and found that there are no threads cut. This isn't normal is it? I'm not supposed to have to tap the piece myself am I?

Just wanted to check here before I called to request another.

Thanks!