Locktite will only keep them as tight as you've torqued them, it won't help hold them in place. What type of screws did they come with? Shimano SPDs use an allen wrench to tighten and you can put some serious torgue on them. I've never had one move on my once installed (and I always grease the threads to make removal easier later on). Shimano recommends 43 - 52 inch pounds of torque for cleat bolts.