Need Help - Why is my headset loose?

After putting my bike together, the headset is really loose. I loosened the stem and tried to tighten to the bolt in the headset, but to no luck. What do I do? Thanks

Probably stripped the bolt in the headset spacer cap.
Not 100 percent sure how you replace that though, I had my lbs take care of it.

GO and have a look at the park tool website, they have a great maintenence section. But here is the short version.

Loosen the whole front end so the cap is loose and the stem is loose .
with the front end loose tighten up the top cap till the front end starts to tighten, if you can tighten and tighten and its still loose then you may have stripped the star nut and you will have to put a new one in. If it tightens then youre ready to slign the wheel and then tighten up the stem.

Thanks for the replies. The guys at Island Tri and Bike in Honolulu were nice enough to take a look at it, mere minutes before closing, nonetheless. Seems that the bolt wasn’t sitting properly in the cap, so it was prematurely tightening but not locking down the headset. You learn something new everyday…two things actually. Don’t go for a ride at 5pm in Honolulu, it’s just makes one cranky.