Right, to tighten the forks up you need your stem and stem cap.
Put you stem on, and any spacers under it that you may need, so the top of the steerer sits flush with the top of your stem.
Put the stem cap on top and then the do up the bolt that tightens to the star nut (which is the nut that is already in your fork steerer tube).
Then, tighten up your stem onto the steerer.
This should solve the problems.
It may be that your used to threaded forks/headsets, whereas this is different with it being and Aheadset.