I haven't tightened mine yet, but I believe that there's a screw (hex?) to tighten the bar. I believe you hold the guitar so that you're looking from the strap button on the 'bottom' toward the neck of the guitar. Then depress the tremolo bar and look at the underbelly of the bridge for said screw.
Grab the bar, put it parallel to the strings, and divebomb. Hold the bar down, and look at the edge of the tremolo that is up in the air. You will see the 6 saddle screws to adjust intonation, and just below and to the right of the "high e" screw you will see a tiny hex head screw - this adjusts the tension on the bar - righty tighty, lefty loosey
what exactly is the larger looking hex near the bottom of the bridge block, (you have to take the back cover off to see it, near where you string the strings through)? theres a split in the metal near it also...does this have something to do with the bar "clicking" in?