I just put one in....the instructions recommend that you turn the steering wheel full lock one way or the other, and then tighten it finger tight, work the steering wheel back and forth a couple times, stopping at full lock, then hand tighten it again. Then, back it off one full turn and tighten the jam nut.....
If you tighten it with the wheel centered or over tighten it using a wrench it will all most certainly jam in a turn.....kinda spooky!