Not real tight. Just enough for it to grab then slowly unsrew the lens. Be sure to use the lens cover to calibrate the lens. To do this, unscrew the screw and rotate the lens until it look perfectly aligned by looking through the lens cover. Then re-tighen the screw to set it.
Again, a word of caution, don't overtighen the screw. If it breaks, you're going to be the one who is screwed.