You can use a heat-resistant thread-locking compound, but your best bet to keep the muffler on is to support it. It's heavy, and the engine's vibrations will tend to move it around. Support the muffler at its end and you'll do fine. We tighten the exhaust system by hand and get them good and tight...not super-muscled. You CAN strip it if you're too enthusiastic. Remember, the exhaust manifold has a nut that you use to tighten it down once it's threaded into the cylinder head.