Man... Why did you even ride your bike when it wasnt properly set up? I even waited 2 weeks for some of the tools to arrive when I had the full bike right infront of me.
Patience if virtue. Lets hope you didn't strip your hub.... Go get it checked out at your LBS. I doubt they'll charge more than $5 to tighten your cog/lockring. Its usually a free thing, well for my LBS.