Turn off the power to the oil furnace burner at the circuit breaker.
Tighten the nozzle at the hex with an adjustable wrench. Use a clean wrench to prevent contamination of the nozzle.
Adjust the nozzle's alignment by tightening it with a wrench so that it is flush with the inside wall the combustion chamber. This prevents the nozzle from overheating.
Remove the old nozzle if it appears clogged or worn. Replace with the proper nozzle for your furnace. See your owner's manual.