New wheel nut is a good idea, also check that the threads on the axle are clean.
When I'm putting on the front wheels on the B44 I put a 1/16" allen driver in the diff-output to stop the axle moving. This allows you to get th nut on tight without any chance of stripping the hex on the wheel. (Rather then holding the wheel as you tighten the nut.)
MiCk B. :-)
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