You do things to increase your hand's traction on the
weight. Just make sure the thing you use doesn't have any
dirt embedded in it, especially for Black and Chrome things.
Dish gloves, latex gloves, leather gloves, rubber bands, jar
opening pads, etc. are good bets. Also remember that on the
initial tightening, you don't have to be fussy about where the
weight is, as long as the nut is in the bar. That way you can
concentrate on holding the weight. It is much easier on the
final tightening, and you can then concentrate on seating it
right.