If you pull the lighter out, you can tighten up the fit inside. There are two metal pieces that protrude into the lighter that hold on to whatever you plug in. You can push those in so things are tighter and work better.
If you don't need the lighter, you can get the non-smoker's lighter that fits accessories better. It was only $12 at my dealership and it comes with a plastic cover instead of a lighter.
The Radio Shack adapter is kind of ugly as it plugs in and has the adapter part sticking out of the socket. It looks like one of those things that turns your socket into two sockets. I was told that SAAB dealerships carry a small insert that makes it fit American size accessories, but my local dealership did not have them.
Threaded Mode
