Please help with diff problem....

When I tighten the right wheel onto the hub via the threaded axle...the right diff also tightens and eventually locks causing the car to pull right with any torque applied.

Is the solution to not tighten the wheel to the hub and ensure its really loose?

Edit: Even with a loose wheel nut, it still pulling right on acceleration. Uneven diff? If I over tighten the diff and it still pulls, does that rule out the diff causing the pull?