Front diff coming loose

[littlened]

As you know I've just replaced the plastic shafts at the front with the steel ones. I've rebuilt the front diff but it seems to keep working loose all the time. Even when I just play with the diff in my hands.

I've tightened the nut so that the diff is smooth to turn and there are no grinds or tight spots. If I tighten it anymore, then it starts to get tight and rough.

Should I be putting some sort of lock-tight on the threads to stop them from coming loose?