Bicycle Mechanics - quill stem not tight enough

I bought a cinelli quill stem tonight and I can't get it tight enough in the head tube to keep the stem from turning side to side under pressure. What am I missing here?

The wedge style is like so:
http://farm4.static.flickr.com/3516/3259110197_4f6262a086.jpg

Start by checking that the wedge thread and exterior is smooth and well lubed. Test it by turning the nut with the stem out of the bike. The wedge should draw in and flare the base without much torque required. If it doesn't, dis-assemble the wedge and bolt, and see if possibly a burr in the conical ID of the stem is blocking the movement of the wedge.

When the stem is OK, assemble it into a clean steerer, with only a light film of grease or oil.

You shouldn't have to do this, but you can also increase the holding power by coating the outside of the lower area (where it flares) with coarse lapping compound.

Let's get the terminology straight first.:) The stem goes into the fork's steerer tube, not the frame's head tube.

Does the stem seem to slide into the steerer tube without any play? It shouldn't be difficult to get in, but it shouldn't be a loose fit, either. The inside diameter of the fork's steerer tube should be 22.2mm.

Are you certain you don't have a metric diameter (22.0mm) stem? Metric stems from Cinelli weren't common, but they do exist.

Wonder if the guy has a caliper 1st, because measure that using a rule in inches will be a PITA :)

is it even close? Is there a lot of lateral play when you just slide it into the steerer?