I have had the same thing happen to me too. Just after tightening it down, putting the tools away, grabbing the nosecone and try to screw it on with the screws and DOH! They don't line up! Geez... Get out the wrench, do it all over again, etc...

What I have found to work for me is to take it very slowly when tightening. Periodically I would check to make sure the nosecone is still aligned. When I get the nut reasonably tight using the 4 way wrench I get the boxed end wrench for the final tightening, again taking is slow. Also, when tightening with my right hand I would hold my left hand over the prop to keep it from moving.

Also, make sure your prop has been reamed out to fit over the shaft. You should not have to screw the prop on, it should slide over the shaft.

Good luck!