Use a chainwhip to install the cog as tight as you feel comfortable. Then go mash up a hill, or if you have no hill just really hard around the block. Do not apply any back pressure, as this is the final step in tightening your cog. Take your lockring spanner with you and tighten down the lockring one more time. You should be fine after that. It doesn't hurt to carry the spanner with you for a few weeks and make sure it's staying properly snug.