It's called a lockwasher, and you can buy them at all kinds of places, but small bear electronics, a great DIY pedal resource, has them here:
http://www.smallbearelec.com/servlet/Detail?no=1274And don't forget the flat washer that goes on the outside (usually comes with the jack):
http://www.smallbearelec.com/servlet/Detail?no=487You don't need to use lockwashers. How are you securing the nuts in the first place? Do you have the correct size nut driver? Depends on the nut. Common sizes are 1/2" and 12mm, unless a large nut is used. 13mm, 14mm, and 15mm wrenches come in handy for those larger nuts, and stompswitch nuts too.
Here's an inch size set from small bear:
http://www.smallbearelec.com/servlet/Detail?no=862You should collect both inch and metric sizes.
A good twist from the right size nut driver should hold it down even without a lockwasher for a long time.
If you're drilling your own holes, make sure the holes are clean and even before trying to mount the jacks. Use little files to remove any uneven spots left over from drilling.
I feel like oversized holes are less secure, so I try to select the correct drill bit, and take care of your bits: use oil and keep them organized.
Doesn't matter if the jacks are open or closed style.
I find that the quality of the threads of both the jack and the nut will be higher and more consistent on the "name brand" jacks, and more hit and miss with the cheap jacks. But at any price, you should be able to secure them for a long time. Hope that gets you going!
