Tighten the main, large nut down onto the bearings, overtighten it a little, so the steering becomes a little stiff; then tighten down the locknut, smaller nut, until it reaches and tightens against the main large nut; Now, this is the important bit, Turn the main nut, large, anti-clockwise until it bites nice and tight against the small locknut, and relieving the load on the bearings to what should be optimum