Thanks for the explanations. I will try the teflon method first (I couldn't find my bottle of blue loctite last night). It makes sense. However, I must question the use of grease on teflon tape: isn't the whole point of teflon primarily lubrication and sealing? In school, they told us not to use any time of lubricant on teflon-coated cables. Does this logic apply to threads?
Edit: Yes, it is a loose fit, because it has little or no resistance as I thread it in by hand.