Air Cleaner question

The air cleaner cover that I'm running (a HD replacement football shape) kept loosening up on me. The last time I was running about 90 on the Autobahn and felt something on my leg, I looked down and saw the cover trying to make a break for it. I managed to reach down and and grab it, I then stuffed it in my jacket. The special screw is long gone, so I will need to buy a complete new cover, the worst part is it put a chip in my paint job. I refuse to deal with that type of filter cover again. I've been looking at the Kuryakyn Twin Velocity and the Custom Chrome Siren air cleaner. I would also like to use the Kuryakyn Breather set-up. I would like to know if anyone has any info on any of these items, and if the breather set-up can be used with either of the filters I mentioned. I am not a fair weather rider and don't want to put something on that looks good, but is not usable in bad weather. I also don't want something that I will need to watch for fear that it might loosen and become highway fodder.
I would also like to know which of the two air cleaner you think would more at place on my bike?
Thanks

Chucktx has the right idea about using the loctite, but I would use the blue instead of the red. The red is the strongest strength of the colors, and sometimes has to be heated up to get it to break loose. Ride Safe David.

Thanks for the replies. I had been using loctite on the screw, but had so much trouble with it I didn't put it on that time.
Nurse, yea it happened a couple of weeks ago, just before we left for Italy, heading back from the Harley shop in Trier with my daughter. Whatever I get I want to be sure it is going to be secure and not give me the hassle this one did.
Nurse, getting any riding in yet?

My buddy has the twin velocity air cleaner. It looks great. I don't think the pictures do it justice. He's never had any problems with it coming apart either. We both ride rubber mounted baggers though so, it may help.