AMH: Welcome to the forum.
As you have not shot your new gun yet, don't get too far ahead of things.
You may like the set triggers on your gun just the way they are without any adjustment at all.
If that happens you won't need to worry about the little screws length being too short.
This screw that is located between the triggers doesn't really "lighten" the front triggers pull weight.
What it does it to increase (screw out) or decrease (screw in) the engagement of the front triggers sear with the rear triggers catch.
This only changes the amount of movement required by the front trigger to release the rear trigger.
If the screw is screwed in too far the front triggers sear will not fully engage the rear triggers catch making the gun unsafe to load and to shoot.
If the "set screw" your talking about is the screw in the side of the snail that some folks call a "clean out screw" my advice is to just leave it alone. Removing it isn't necessary for cleaning the gun and because it is usually quite tight it is easy to bugger up the slot when trying to unscrew it.
Again, welcome to the forum. I hope you continue to ask questions and contribute answers.
The more the merrier.