+1 to second wrench. In fact, I think it's crucial to setting things up so that you don't have loosening. Here's my progression:
1. Loosen top nut.
2. Tighten top race until I have the right amount of spin in the headset without loose fork.
3. Holding the top race with one wrench, crank the topnut down with another. In this step, like on hub cones, you're tightening the two together so that they don't loosen.
Without the 2nd wrench, all you are doing when you tighten the top nut is compressing the whole headset and thereby losing your perfect adjustment and setting yourself up for a loose topnut in the near future.
I have this problem on my fixie, but it's because I bought the cheapo Nashbar headset with aluminum cups. Won't do that again.