Usually a small open ended spanner (can't remember the size but I think it's about 9mm) will hold the bottom of the shock whilst you undo/tighten the nut.  If you have rounded this flat sided part of the shock's pin part though vice-grips or pipe wrench are about it.  Some shocks also allow for a hex key to be inserted into the end.
As to how tight: I usually make sure there is a visible amount of thread showing (2 to 4 turns) past the nut.  Not very accurate, but you don't want to over compress the rubbers.  I then check them in a few days.
				
			 
			
		 
			
				
			
			
				MY15 Discovery 4 SE SDV6
Past: 97 D1 Tdi, 03 D2a Td5, 08 Kimberley Kamper, 08 Defender 110 TDCi, 99 Defender 110 300Tdi[/SIZE]
			
			
		 
	
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