My 1999 Esteem only came with one set screw on each side most cars that I have seen that have them only have one, it is there is keep the rotor in place while you are attaching/assembling the brake caliper (it is easier with it than without it), but its real purpose was to keep the rotor from falling off the car while it was traveling down the assembly line at the factory (the wheels are one of the last things that get put on).
To keep it from backing out you will need to use an impact screwdriver and give it one good whack with a hammer, it will not come loose again.
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