Many people believe there should be no grease on spindle, it makes the taper of the cranks slide on too easily and deform under torque. I'd be interested to hear contrasting opinions on this.
Anyhow, with or without grease (if you use it, just a tiny bit), just slide the crank onto the taper, and tighten down pretty hard. You don't want to whale away and use all your stength, but you want to put a good 100 pounds of torque on it, if not more. There's the vague possibility of overtightening, but its way better than undertightening and having your crank arms come loose and start jiggling around, and being deformed beyond use.