I have a Campy Record threadless hiddenset on my road bike. I have had to tighten the headset after several rides, and even though I am tightening the stem, after a few rides, when I hold the front brake lever and rock the bike forward, I get that clunk, clunk sound that tells me the headset is too loose, again.

If I am tightening the stem after adjusting the headset, what could I be doing wrong to cause the adjustment to loosen?