Originally Posted by dlapasky
Could it be that the steer tube on the new fork is slightly longer than your old fork? If so, your headset will not be able to tighten enough to elimate the play you are experiencing.
+1
I actually made the mistake of cutting my own steerer a touch too long (about 1mm), so I couldn't tighten the headset properly. You either cut/file/dremel it a shade lower or add a thin spacer under or above the stem.
Try loosening/removing everything, then tightening the top cap down. if there's a clear, hard point of resistance, it's fishy. Esp. if the fork still rattles when the top cap is very tight.
Edit: oops, threaded HS. Sorry. Maybe you didn't tighten it enough? Do check the cage orientation, too.