How to lock black-pipe connections?
There's adhesives available from a company called Loctite‎, that come in different formulas. From temporary stick, all the way up to welded forever.  

With black pipe, I would clean the threads really well to remove cutting-fluid used by the factory. I've gotten Loctite before at car parts stores, and the old farts there will give you a good recommendation on which flavor to use.  Alternatively, you could use JB Weld, which again will require the surfaces to be cleaned thoroughly, but unlike most Loctite formulas will become effectively glued forever.. Good Luck!