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.