The key with any quick release is that the mechanism is "closed" like the one illustrated. "Closed" refers to the eccentric mechanism which does the clamping being internal; you should not be able to see how it works. The "open" type are weak and inferior in their clamping force.

You should tighten the nut opposite to the quick release lever enough that the lever makes a mark in your palm when you swing it closed; it should take more force than you can exert with your fingers. Face the lever towards the rear of the bike so that it does not get caught and flipped open by passing objects, but put it where you can get your fingers behind it to get it open, not against a fork blade or stay.