I assume since this is the Beginners forum that we're talking about a garden variety .40/.46 two stroke.

The answer is tighter than you think. The little 4-way wrenches are too small for the prop nut. Get the correct sized box end wrench, which will probably be about 5" long. Bear into it a bit. If it's a wood prop, you'll know you've got it right when the washer sinks a little into the wood.

If you think about it, when the engine is turning the prop, the tendency is for the nut to tighten itself. The problem is when the prop is turning the engine, at which point the prop (i.e. the starter) is trying to loosen the nut.

Until you're sure you have it right, stand back when you start the engine. I saw a prop come off and embed itself in the pilot's forehead. It was not a serious injury, but if it had been an inch lower it would have hit his eye. If I hadn't seen it, I wouldn't have thought it possible.