The clip that came with the mic probably has the adaptor for the smaller screw already fitted - you just need to remove it to fit it on the larger screw.
If you look closely at the fitting on the bottom of the clip, you should see that it's a metal barrel screwed in, you just need to unscrew the barrel, so that the larger thread fits on the stand - there are indentations either side for unscrewing.
If you don't have a wide enough bladed screwdriver to unscrew it, get a knife from the cutlery drawer :)
