Actually, the fork dropouts do rest right on the axle threads. It doesn't cause any problem.
To tighten the quick release, hold the QR lever parallel to the axle and tighten the nut on the opposite side until it is just finger tight. It normally takes about 5 full turns to take up the clearance that is made necessary by the "lawyer lips" on your fork. Then push the QR lever in with your hand.