Originally Posted by
Chris Pringle
From personal experience, threadless headsets can be really tricky to install if this is your first time. If you're not sure, take it to another LBS to take the whole headset apart, to check that there is no damage and to reassemble it. Visual inspection is not enough to determine proper installation. Taking apart/reassembly is the only way to make sure some part is not missing, was originally installed upside down or wasn't tightened enough.
This is my experience too. If its installed right and properly torqued, it shouldn't come loose. When I'm assembling just about anything, I do it once and then back off all the bolts, and re-torque. It stays after that.