Use the jack to lower the vehicle so that the spare tire is resting on the ground but the full weight of the vehicle isn't fully on the tire.
At this point, you should tighten the lug nuts with the wrench, turning clockwise, as much as you can.
Push down on the lug wrench with the full weight of your body.
Once the lug nuts are tighten bring the vehicle all the way to the ground and remove the jack.
Give the lug nuts another pull with the wrench to ensure they're as tight as possible.