So, you "tighten" them, but they don't stay in?? So then they're not tight?
The fit is touchy, you need to make sure the threads are engaging and that they stay engaged all the way through "tightening". Access is also a problem.
AFAIK there are two types of fittings on the threaded end that goes into the steering gear, you'll have ONE type, not both. One has the o-ring that just slips over the end and the end then screws in to the gearbox. The other type has a "captive" o-ring that slips over the end and then over a second ridge that is supposed to hold the o-ring in place. You'll have better luck if you remove the air box, if it's still there by now, and use an 18mm crow foot with a long extension.
With both types, it screws in to the steering gear box. The male end should spin in to place if you have it lined up correctly, and lining it up correctly is key. It's easy to get it cross threaded If it's not lined up, you'll strip the threaded fitting end and possibly the gearbox itself.
1990 XJ Laredo - White & Chrome
1988 MJ Pioneer - Metallic Green and Black