Does the cassette seem to wobble when you look down at it while coasting? Cuz thats normal unless it messes with shifting, in which case you will probably have to replace the hub. If it wobbles when you try to move the cassette with your fingers, then it is not tightened down enough, or you will need a spacer or two in between the cassette and the hub. You can get these at your lbs.

Hope this helps.