It's not just the wheels that loosen up either. I had to tighten up my frame mounted loader brackets and mmm brackets on my Cub as all 6 bolts were loose this past weekend. Check them all once in awhile.
GEB, I live a little further south, Central Florida. I checked the rim bolts again and that doesn't seem to be the problem. Most of my work right now is with the loader so a lot of shifting forward to reverse. It doesn't sound like it's got any worse but I am concerned.