Originally Posted by smd4

What kind of bike is it? Brand/model? If you're using the QR correctly, it sounds like there might be some kind of retainer to keep the wheel from dropping out, even with the QR loosened. If these lips, located at the bottom edge of the fork blade dropouts, weren't there, you should just be able to open the QR and have the wheel simply drop out of the fork--no loosening of the nut necessary (and once properly adjusted, the nuts don't ever have to be turned again). Some call them "lawyer lips" because they prevent the wheel from falling out of the fork even if the QR inadvertently comes open--thereby preventing future lawsuits resulting from such an occurrence.

If these retainers aren't there, then the QR may have been incorrectly used, as suggested above, like a big wingnut to screw down until "tightened."