A knurled setting knob, along the main shaft just under the handle, controls the coarseness of the grind. The hopper must be empty before attempting to change the grind setting.
On some models, you may need to first loosen the thumbscrew at the top of the shaft (above the handle) to loosen the locking pin. Turn the setting knob underneath to the desired grind, then tighten the thumbscrew to lock in place.
On models like the Peugeot and Zassenhaus, simply turn the knurled setting knob to gain the desired grind.
Still other models have a steel spring that locks the setting knob, and that must be pulled outward in order to turn the setting knob.