Originally Posted by Nermal
I don't know the right answer, but I'll tell you how I handle the situation. I completely remove the nut and skewer before removing the wheel, and only replace them after the wheel is back in place. It just seems to make the whole removal/replacement a bit easier. Now, when you're finished, take a look at the amount of thread protruding from the nut. There must be at least 1 1/2 threads showing, or you won't get the full strength of the nut. If there is a whole lot of threads showing (ambiguous, I know) you might want to loosen the nut and tighten the lever side to make sure there is enough thread engagement on the lever side.
I love questions like this. I've just learned that I've been way overtightening the lever. I'm getting ready to fix this right now.
No offense, but if completely removing the skewer makes it easier, you are doing something wrong.