2000 honda distributor rotor replacement

2000 Crv - 1rst - after hours of trying to find this tiny "set screw" to remove the old rotor I concluded there wasn't one and jiggled the old rotor off. Look like there is a hole where a set screw may have been and fell out? 2nd-two rotors came with the new distributor cap and rotor kit a) one with a hole like the old one b) one with no hole. I chose to use the one with the hole like the old one. No "set screw" came with it. Slid the new rotor on put the new distributor cap on reconnected the spark plug wires reconnected the battery 3rd) started the car
Car sounded like a race car at the gate little smoke from under the hood and shook?
Any ideas why or what went wrong? And now what do i do?