I'm using an American Classic front disc hub on my commuter which came with an aluminum lever, exposed cam skewer. It has not loosened up one bit in almost 3000 miles (5000 km). I do tighten it quite tight (but not too tight) and have had the wheel on and off about 5 times during that period. It's always as tight as I put it. I'm with the Rabbit that the OP just didn't clamp the skewer tight enough.