Ah cheers. On the inside of the door is a nut that tightens up towards the door. Nipping that up increases the grip on the door steel between the inside nut and the outside bolt head, allowing the force needed to turn the bolt to be changed. Basically, it wants nipping up a bit tighter against the door so the bolt can't be turned by hand.
Once that is done, the nut on the end of the bolt, the one that holds the locking arm in place, needs to be tightened up as much as possible, trapping the locking arm against the nut you just adjusted against the door. Doing this locks it off, like when you tighten one nut against another. That will stop it coming loose again quickly.
Clear as mud?