You have to find the sweet spot where the cone is screwed in enough that the axle is not loose in the bearings, but not so much that the bearings feel faintly gritty. Then unscrew the cone a tiny amount, like 1/8 turn, hold the cone stationary with one wrench while you tighten the locknut with the other. Tightening the locknut pushes the cone inward a tiny bit, which is the reason for backing off by 1/8 turn. You'll probably have to do it a couple times to get it right.