Originally posted by Jayman:
That cap coming off is normal, no worries there. When you install it, that cap faces the front diff and gets pressed against it, so there is absolutely no chance of it coming loose once you've installed the axle on teh truck.
If the cap isn't seated tightly before you install it, the grease, when warmed up, will leak out, sort of like a very slow oil leak. It'll make a little bit of a mess on your driveway over time, so be sure to tap that cap back on well.