I had my crown changed as the lacquer was damaged on the original. Now the crown unscrews itself when I turn it anticlockwise e.g. to set the date. How do it screw it in firmly enough to stop it doing this ?

pull crown out to first position then turn to correct date not sure which way clockwise or anticlockwise

Unscrew the crown,let it pop out by gently turning it towards you , anticlockwise....gently pull the crown out to the first stop and turn the crown......day one way and the date the opposite way. The time is set by pulling the crown out to the next stop.

After you unscrew the crown it is already in winding position. If you pull the crown, it will go to the date setting position. Further pull of crown will set it in time setting position. Try to pull the crown till you get it in correct date setting position and change the desired date. Do not use the date setting between 10pm - 2am, as this can damage date mechanism. The best way is to pull out crown to the time setting position and set the time to 6.30(anytime) and then push the crown in to date setting position and change the date to the previous day's date. Then again pull the crown out to the time setting position and advance hands forwards (clock wise) till hands pass 12.00 (midnight) and the date changes automatically to the desired one, then adjust the time, push the crown fully in and screw the crown on.

It could be that you need to unscrew it before pulling it out (at feature that is sometimes used to give a better seal).

Turn the crown anticlockwise about 1/4 -1/2 a turn then pull.

NOTE: NEVER EVER set the date between 7pm and 2am or you will damage the watch!! The crown is screwed down to make it waterproof. Start by unscrewing the crown by turning it counter-clockwise until it pops out slightly. That is position '1' which is used for winding. Pull it out two more clicks to position '3' and set the time by turning the crown clockwise. Turn it past midnight at which point you will see the date change and continue turning till you get to the right time. If you're setting the time to a point after noon, be sure to go all the way past 12 noon before setting the time or the date will change at noon instead of midnight. If the time is before 7pm push the crown in to position '2' and turn it to set the date. When you are finished push the crown all the way in and turn it clockwise to screw it down.

Some watches need to have the crown unscrewed.
Try turning it anticlockwise then pull out.

If this doesn't solve your problem, go to the TAG site "tagheuer.com" and find your nearest dealer.

To s e t t h e t i m e a n d d a t e
Your TAG Heuer chronograph is fitted
with a screw-in crown and safety seals
which guarantee it to be waterproof
to 200 m (660 ft).
Position 0: Crown is screwed in
(normal position).
Important: The crown must be
screwed in correctly to guarantee
the water-resistance of the watch.
Position 1: Crown unscrewed.
To change the hour (change of time
zone) or date quickly, unscrew the
crown, pull it out to position 2 (quick
corrector) and turn it in either
direction. This mode allows you to
change the hour and the date without
any loss of minutes.
The date changes each time the
hour-hand passes midnight.
To set the time, unscrew the crown,
pull it out to position 3 (setting the
time) and turn it in either direction.
After setting the date or the
time, push the crown back and
screw in to position 0.

unscrew the crown anticlockwise until it pops out then turn it clockwise about 50 times. 
If the hand or date move, you pulled the pin too far. Push it back in and continue winding.

Probably your watch has a screwdown crown and prior to attempt any settings you have to unscrew it. Some peoples fingers are stronger then others, so, try that with a pair of plyers. Cover your crown with a soft cloth and then grip with plyers(this will avoid any damage). Thread is right handed and unscrewing is done by turning the crown anticlockwise.
After setting the time don't forget to screw the crown back- it is for water resistance.
If you are unable to unscrew the crown, that means your watch is rusty and you will need watchmakers help.
PS If the watch is rusty, you can brake the crown off while trying to unscrew it. Don't panic yet, as in this case you will need a watchmaker anyway.
Don't forget to rate, please.

if all else fales, you are probably in need of a service.