Before you screw the freewheel (or a new one) back on, coat the thread with a good quality grease (I use Phil Woods green grease, which seems very resistant to washing away) or use anti-sieze compound on the threads. Be very careful starting the threads, so you don't cross-thread them, which will ruin your hub. If you have any doubts, carefully back the freewheel off, and start again.

It's not necessary to tighten down the freewheel beyond snugging it up, since the normal action of riding will tighten it.

By the way, except for cleaning the sprockets or replacing the freewheel, there's not much reason to remove it. The important bearings are in the wheel's hub, not in the freewheel. I like my freewheels to have a very subdued click, and figure that adding oil every now and then will flush out any dirt that worked its way in there. I remove the freewheel and drip Phil's Tenacious Oil into the gap on the inner part of the freewheel core, then let the freewheel sit big side up, but slightly tilted for a day or so to let the oil seep in. I give it a spin every now and then to distribute the oil inside.

You can oil SunTour freewheels and maybe others without removing them from the wheel or removing the wheel from the bike. Just drip oil into the gap between a couple of the small cogs while someone cranks the bike, but this can be tricky and messy. There's also a pretty good chance that you will get oil on the rims -- a potential braking disaster. On one of my freewheels, the gap is between the first and second small cogs; on another it's between the second and third.

EB