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How too keep pedal on Proteus stationary bike from loosening each use?

Recently bought a stationary bike, Proteus brand, on Craigslist. Left pedal loosens to the point where it is frustrating to use. I have tightened it each time, even wrapping the screw with tape to see if that works. It comes loose about 10 minutes in to the work out. Any suggestions?
Nick, September 2010