Tips:

-Put lots of grease on those threads.

-Tighten cog down and lockring as tight as you can, then go ride a few miles (mash hard on these few miles and avoid skidding/back pedaling). Then tighten the lockring down even more.

-Make sure it's not just that you chain is loose. If you have a loose chain, you might misinterpret it as your cog slipping.