For the record, I used an electric impact wrench to spin on my lock nut because I got impatient. If you have patience a tools, a padded vice clamped onto the pulley is the proper way. If you have patience and not the right tools, you can try put a couple of sturdy tools through the fan guard to prevent the impeller fan from turning, which will hold the shaft. Do that last one very carefully, as you can easily bend your fan guard or crack an impeller fin.
I second using no lubricant, conditioner, or any special treatment on the belts, too. These things always either add a layer of something you don't want between your belts and the pulleys, or the cause something to leech out of your belts to produce a tackiness to promote friction at the cost of belt life/stability.