If you don't have washers under the outer axle nuts then that is why it's walking. Note that all the replies so far are assuming that you have washers. If they are not there then it's time to get some or to get axle nuts that have captive washers that turn easily on the nut. With those you should be OK. Also don't try to torque one down fully all at once. Start with aligning the wheel and just pinch the nuts tight, then go back and do each about half way and finally go back and do both to full torque. Doing it in these smaller increments and with proper washers or washer and nut combos that are lubed should solve your issue.