ball diff or gear diff? WIth the ball diff you need to set the left side collar so there is a little side to side play and no binding. With a gear diff the little plastic spacer will just bunch up against the bearing/bushing and bind the entire axle. You do not need to tighten the wheel nut very tight. Just enough to remove the play.
BTW, the best place for Mini-Z discussion is http://www.mini-zracer.com
See you there.