Check that the ends of the axle dont extend to or beyond the drop-outs. If they do the QR tightens against the axle end and not against the QR. This can happen either if the axle is too long, or if it is not centred on the hub. In the first case it can be fixed by grinding a bit off the ends of the axle. In the second case the bearing cones must be readjusted to move the axle across.