There should be one larger, cone-shaped spacer underneath the others that matches the diameter of the head tube.

Maybe you should post a pic so we can be sure.

Edit: This pic is what I'm talking about (yours is probably like the shortest one in the front):


Underneath that spacer is a lip that pushes down on the steerer compression ring.

If the lip is too shallow, it won't compress the ring enough before the outer edge makes contact with your head tube – hence your problem.

You have to give it more clearance by putting just enough shims on top of the compression ring so that the outer edge of the spacer does not rub against the head tube after you've tightened the top cap.

Follow?