http://www.youtube.com/watch?v=HP5xFpyQfz0

When you put the wheel on and it's time to tighten things up. Slide the axl in first, then tighten the pinch bolts on the left side (as if you were sitting on the bike). This will keep the axl from spinning as you tighten the axl bolt. Lastly tighten the remaining pinch bolts.

I put some blue locktite on my brake caliper bolts too.