^seriously, I installed my cog (surly) with ample grease and a chainwhip, tightened the lockring as much as I could, rode up a big hill as fast as I could and tightened whatever slack their was in my lockring. I've been riding on it for 9 or 10 months without any problem whatsoever. My fat ass skids on it day in day out with no problem. take the extra time to do it right the first time and you'll be much happier.

As for the OP: what kind of cog are you using? some of the dirt cheap ones are just a little too thin to cover all the threads, so the lockring cannot butt up against it and hold it in place. If you are using a cog like this, get a better/wider one like a surly or DA.