It's important to get your cog on nice and tight before you put the lockring on (otherwise, if your cog starts backing off, you can strip the lockring threads, which isn't a good thing). What Erzulis Boat mentioned is one technique. What I (and a lot of fixed riders) do is a technique called "rota-fixing", which basically involves immobilizing the chain (and, thus, the cog) and rotating the wheel with your hands. Since wheels are large, this gives you a _lot_ of leverage to tighten the cog. There is a good explanation, with pictures, here: http://204.73.203.34/fisso/eng/schpignone.htm (Note that I don't recommend riding without a lockring on the street)

Note that this technique causes a lot of pressure to be applied to your bottom bracket shell. At the minimum, you should probably protect the frame contact area with a rag folded over a couple times.