What year car?
Early mirrors the glass pulls off. Late mirrors, there is a slot underneath, and you have to use a screwdriver to turn a bezel/bayonet thingy to release the glass. The mirror mech is then held in place by three 8mm AF set-screws. If it is teh top and bottom half of teh mirror that is loose, this I understand is a pain - some on here have done it before, and can explain, I haven't had to. If it is the mirror loose on the door, then I had one car on which the previous owner had "missed" the screw hole that holds the mirror in place and screwed it down between the door skin and captive nut. If this is the case you do not need to dismantle the mirror, just push the top half back out of the way and you can get an allen key in to tighten/remove as applicable.
Regards,
Tref.