I think your problem is, the nut your trying to attach is on the tapered shaft of the ball joint. The ball joint needs to spin freely during operation but the nut needs to be tight. Whenever I've been in your this situation I've put pressure on the back side of ball joint to force it into its mating tapered hole, the friction at that point allows the you to tighten the nut. Do not over tighten because you will stress the ball joint shaft weakening it.
Warren
91 318is
95 525iT