Hi there, Greg,
Although the grinder is badged Grimac, Id bet dollars to doughnuts that they have just rebranded a Gino Rossi. Maybe an RR45.
To adjust the grind, there is usually a little lever near the collar that you need to press down, then you can rotate the collar left or right and let the lever back up to lock into one of the steps. It looks like the wedge on your grinder collar is indicating that the higher numbers give a coarser grind. It makes absolutely no difference what part of the grinder body you align the numbers with; its all relative. A good point of reference is usually the switch /lever thing that you have to press down to rotate the collar.
Hope that helps,