I dont get this either but... the saddles are adjusted to follow the radius of the neck sitting more or less flat to the bridge assy. Most people with stock bridges raise the saddles high (so the grub screws dont dig in your hand) then lower the whole bridge with the bridge post screws to the desired height.
All these grub screws have a tendency to move with vibration, so most players lubricate the screws with vaseline, lypsol, etc or set them with nail varnish or super glue. This way they stay put. BUT DONT USE GLUE IF YOU ARE NOT SURE ITS SET UP CORRECT!
The trem bar pushes into a collet. Give it a little force, if it does'nt push in you may need to adjust the collet the next time you change strings.
