It is a very precise fit, so make sure that the cog and hub threads are very clean. Use a tooth brush and some chain cleaner to clean both threads. Carefully inspect all around the threads to see if you have damaged them. Hopefully you haven't cross threaded your hub already. Probably not the cog, as it is steel and harder than the threads on the hub, but check anyway. If all is well, apply a thin coating of grease and carefully thread the cog on. You should be able to seat it all the way with just your hands.

Ahh, I just saw that you tried it on another hub and the same thing happened. Sounds, like you have some debris in the cog threads. I would carefully inspect them, may be a milling remnant, or maybe the thread was damaged somehow. But I certainly wouldn't be cranking it down on any soft hub threads until you know for sure.