tl;dr: tighten the cog a lot then tighten the lockring.
If this is a standard thread on cog (I'm not sure what "like the cog is slipping over the grooves on the hub") means, make sure you tighten the cog down with a chain whip before you tighten the lock ring. If you have any play in the cog, tightening the lock ring won't matter: pedaling hard will rotate the cog forward and then extra play will let it rotate back when skidding. The play can also slowly work the lockring loose. If you asked the shop to install the cog it should already be tight but if you just had them tighten the lockring they might not have checked the cog.
I doubt that a good hub, cog & lockring will slip when properly set up. I mean Chris Hoy is a pretty powerful rider and seems to get by. You shouldn't need locktite, in fact I'd recommend greasing the threads so you can get the cog back off.
I've had bad experiences with some cheap hubs: I stripped both lockring threads of a fixed-fixed IRO MTB hub (it may also have had something to do with the extra traction of a MTB tire). So you might want to upgrade your hub, cog and/or lockring.
If you're really worried about the cog slipping you can always re-space a front ISO disc hub and use a bolt-on cog. That's what Chris & Stik do for fixed gear MTB'ing and it seems to work pretty well.