Ok, to answer Chili's question:
*I loosen up the axle nut so it can move forwards and backwards freely.
*I loosen up the bolts at the end of the swing arm, to adjust the chain tension.
* I move the rear wheel, by tightening/or loosening the bolts at the end of the swing arm.
* When I find the chain tension is alright, I make sure that each of the adjusters on the ends of the swing arm are the same.
* Then I put the nut back on the axle and tighten it.
* Now it's time to go riding, but after a few minutes my chain gets really loose again.