If the nut turns freely on the threads ---tighten with wrench while spinning, loosen, tighten as tight as 2 fingers can, put cotter pin in in that position or loosen just enough for pin.
When taking apart look at grease between rollers without disturbing --look for silver flakes --if flakes are found no need to clean, replace with good bearing.
Here is a you tube that is pretty good,
http://www.youtube.com/watch?v=PQYiA53vcxA&feature=related I have only 2 issues, one--I have more obsession with avoiding any chance of "dirt" in the bearing --I don't work on the ground, I set everything on a clean piece of paper or cardboard, and after the wrench tightening I do the final with finger tightness only ( nut needs to turn easy on the threads) no tools, in shop manuals that have fancy methods using torque wrenches the final tightening with a torque wrench equals as tight as 2 fingers can tighten.
the school I went to the teacher would take your freshly cleaned bearing and roll it across your white paper--if it left marks you started over.
when I clean a bearing it gets washed, blown out, then washed again
Tom's method with a wrench is reasonable also, the weight of the wrench is close to as tight as fingers can get. ---never tighten more, even if it is "just a little bit".