My guess is your headset was not installed properly. Unlike the Cane Creek/ Aheadset threadless headsets, the Campy does not use a split ring (there is little doubt the split ring is the better design). The Campy Threadless design uses a compression ring that is pressed inside the upper cone race. When this is installed it needs to be firmly pressed against the bearings; Campy says to turn the top bearing cover upside down and use it to press down the upper cone race.
http://www.campagnolo.com/repository...dset-10-06.pdf. After that you install the top cap and and set the pre-load with the top bolt as usual. When you install an Aheadset you do not have to press in the split ring in this manner as the pre-load also seats the split ring; with the Campy threadless headset it does not.