Recently my rear axle snapped and so I thought that I would give it a go at replacing it my self. I have managed to put it in and get it all set and ready for cycling but when I start cycling It seems to tighten it's self up and so stopping the wheel. I can't think of how I would solve this problem. I would be grateful for any suggestions.
My guess is you've probably trashed the bearings and cones you have in there now; you may want to get new ones.
The way you adjust your cones btw is critical to the life of the bearings.
Go to parktool.com for instructions on cone wrenches. Some models have two or even four sizes on one wrench. Their whole point is that they are thin enough to hold the cone while you tighten the locknut so they are stamped out of sheet metal and are pretty cheap to buy. You can't do an adequate job without them.