Is there a way to tighten a new power steering gear box.

A professionally rebuilt steering gear should be properly adjusted before shipping. Make sure your gear attachment bolts are properly torqued, and the K member is not cracked.

By loose do you mean there is now extra play in the steering wheel?

Did you disassemble the steering shaft coupler?

If so, you have assembled the coupler’s guts 90 degrees out of position. I had the same problem when changing steering gear and I found that I had assembled the coupler incorrectly. Doing this will give about three inches of steering wheel play.

Look here about four posts down for coupler assembly detail:
http://www.forabodiesonly.com/mopar/showthread.php?t=199816