yup 2 out of 4 times i have changed the rear sprocket, i had to clamp the sprocket in a vice so i could get enough leverage to torque them really tight.
i wouldnt of thought it be a serious problem, unless the nuts fall off, then you are in big trouble cus the sprocket will come off the wheel, not something you want to happen while enjoying the sunny weather eh? unfortunately you have to take the wheel off to get the sprocket carrier off the wheel n sort the problem.
if it isnt the nuts holding the sprocket to the carrier which is loose then you might have nackered cush drive rubbers or whatever the correct name for them is, its the little rubbery parts the sprocket carrier is pushed into, though it should be loose enough to be able to remove the sprocket carrier, it shouldnt let the sprocket turn without the wheel when fitted correctly, even if its just a little.. if its enough to feel then the rubbers are on the way out (and it saps the power away from rear wheel)