Thread locking adhesive is anaerobic - the presence of air stops it setting. So, applying it to the thread and fitting a nut excludes air causing it to set. Make sure to use the right strength for the size of bolt (read the instructions), as some of these adhesives set so firmly that you'll never undo them. Help is at hand however, application of heat denatures the adhesive. I inadvertently used a permanent grade on an Aluminium frame, these screws weren't going to come out. Luckily, I was able to heat the screws with a spot-welder, just a moment's heating and they came out easily. Without the ability to apply heat to the bolt only (a gas torch wouldn't have been localised enough), I would have scrapped the frame, or damaged the paint.

Nylock nuts use a undersized nylon washer crimped to the nut. This is cold-formed by the thread when the nut is tightened over a male thread. This is very effective at preventing loosening through vibration.

Hope this helps.