What I do, is drill a hole through the formed gear very slightly larger than the bolt of the axle (I use a caliper, and a number drilled bit). I then use blue loctite and put the bolt through the gear and into the wheel and nut. Tighten it snug enough to keep it tight, but loose enough for the wheel to turn. I try to keep the right wheel slightly tighter than the left to compensate for torque on take off.

This is assuming you ordered axles to go with the wheels. I don't believe Dave S. includes the axles unless you order them seperately.