Dont know if its the same deal, but I have had problems with my oil filter spinning loose. It has only happened with Purolator filters, and it has never actually been the threaded rod (at least I dont think so).
I have also had a friend of mine who drove an eclipse ruin her engine within 5 miles of getting her oil changed at Wal-Mart. Turns out they did not tighten the oil filter properly and all the oil came out. Wal-Mart owned up to it though (with some fighting) and took responsibility for it.