I have a Jackson DK2 Dinky and I've had it for about 3 years now. I recently changed the strings, about a month ago, and for some reason the b string keeps popping out of the bridge. It is a Floyd Rose too. This has happened 5 times now, I've tightened it in there super tight but it still pops out. I was wondering if there's anything I can do instead of bringing it into L&M or something.
This happens to me when I don't get the string far enough into the bridge. Push the block back manually with something, then push the string in as far as it will go. Try to focus on making as much contact with the block as possible. Also, by tightening it "super tight" you can cross thread the screw, and then you have to buy a new saddle. This may be what has already happened. The screw will feel really tight, but won't move the block anywhere.