You need some extra shims/washers between your lock ring and the top cap. I had the same issue.
Now, when you tighten up the headset, you're pressing the top cap on your frame. With the extra shims, the top cap is pressing on the lock ring and on the bearing. The top cap, which have a rubber ring beneath, should move freely. There should be little space between the frame and the top cap (with the rubber ring between).
So, find some shims, install them and try again. When you think it's okay, squeeze your front brake, lift your rear wheel a little, and move your bike, try to find the last wiggle.