Just one last little thing. Check to see what grooving has been left by the nuts and/or QR used previously on this bike. Sometimes, and I have had this happen, on older bikes, the grooving can be deep enough for the serrations on the acorn nut to not have enough metal to grab on to. Use a flat file to level out the grooving and you may have better results.

Here is a discussion on Sheldon Brown's website about acorn nuts and QRs in general:

http://www.sheldonbrown.com/skewers.html