I assume that the smallest sprocket functions as a lockring and has an outer thread that screws into a mating thread on the freewheel.
(I also assume that the other sprockets have inner threads that screw around another (left-hand?) thread on the freewheel, but perhaps that's not relevant.)
Am I correct that I need to rotate the smallest sprocket anti-clockwise against the second sprocket? I've tried, but don't want to apply excessive force if that's not the right way.
