The axle nut is a clamping nut with a lockscrew. Presumably that's the one you're talking about? It sounds too tight - it should have just a minimal amount of freeplay to prolong bearing life. Tighten the axle nut until the hub just starts to drag when rotated, then back the nut off 1/8 to 1/4 turn. Then set the lockscrew.

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