All Nikon lenses have that screw.
1) That screw doesn't interfere with the mounting of the lens.
2) If you find it hard to rotate the lens in its mount, it is a normal thing. Some mounts are tighter than others, my D700 has the snuggest mount, it is still very tight till now when I compare it to my other Nikon cameras. I can feel the so called roughness when I turn the lens, actually the roughness that is felt is the from the lens electronic pins sliding on the contact block on the camera lens mount. Nothing to worry about.
3) What you can do to minimize the friction is to clean up the contact areas of the lens mount and the camera mount. I find that well used lenses and cameras usually have sticky dirt on the contact areas of the mounts.
4) Also check your camera & lens mount for wear, If you see brass on the lens mount it means it is worn.
5) When you mount the lens, line up the dot and have the lens line up as straight as possible to the body. The tolerance where the lens will slide into the camera mount is minimal. I find that by pressing the lens locking pin down helps a lot in mounting the lens as the lens doesn't gets pushed out by the lens locking pin and the AF screw drive head. Also by doing this I get longer life on my lens mount. Once the lens pops in and have seated, just grasp the lens and turn, while still pressing down on the lens locking pin. You may need to turn the lens a little bit forward or backward to make sure the lens locking pin is fully engaged, otherwise the AF will not work.