Does your bike have the Raleigh-style hub with a locknut on only one side? If so,
Sheldon Brown explains the process:
Most front wheels can be installed without regard for which side is left and which side is right. This is not the case with Raleigh 3-speeds. Raleigh front hubs usually don't have cone locknuts. Instead, they have one cone with wrench flats, the adjustable cone. The other cone is round, with no place for a wrench. The non-adjustable cone is supposed to screw down all the way on the axle until it runs out of threads (there is a raised shoulder on the axle for this purpose). All adjustments are to be made with the adjustable cone. The fixed cone must go on the bicycle's right, the adjustable cone must go on the bicycle's left. On the left side, the axle nut will keep the left cone from loosening up. If the wheel is accidentally reversed, so that the adjustable cone is on the right, it can tighten itself up and ruin the hub.