If you just purchased a new antenna it doesn't screw down completely, it may not be the fault of either the antenna or the radio.

There are two standards currently used by handheld transceivers. (1/2" and 9/16")
You may also notice that some antennas have a small lip at the base while others do not.

If your antenna doesn't screw down completely, there may not be a good antenna connection. You may be able to hear the local repeater because the antenna is 'just close enough', but on transmit it's a whole different game.
 

Bad contact = excessive SWR = excess internal heat = bye bye transmitter.

 
Here's something that just might solve the issue. You may need to trim the lip from the antenna.

The example below shows an upgraded antenna used on my MD-380. The radio requires an SMA-Male but the antenna base was too large and the lip prevented a good connection.
   
I shaved off the lip and tapered the edge slightly. Now the antenna screws down all the way and life is good.
  

Just thought I'd share.   The Antenna Page