okay, so, i've had that happen to me - "i'm pretty sure i just stripped my shiznit" - but you should definitely take it apart, clean and check the threads. it could slide without stripping, and you should check.
and then you should throw that cheap cog away and get a dura ace cog, cause $20 isn't too much to spend to be more confident that you won't eff up your hub.
capisce?