If everything came loose when you un-did the cap bolt, then it wasn't assembled right. The star fangled nut is a push fit into the steerer and is only used to set and hold the bearing pre-load until the stem bolts are tightened. You can push it down further into the steerer by using some sort of drift and tapping it down with a hammer.
Perhaps you should go to the Park Tool website and search for instructions, then do it right.