You may need to be slightly more specific in your explanation. Are the headset cups moving in the frame or is the headset wobbling. Put your front brake on, gently grip round the headset, and rock the bike back and forth, do this with top and bottom cups. Should then be able to work out where the headsets loose (assuming its the headset). Check you've got enough clearance at the top of your steerer for your top cap and that the star fangled nut is low enough, and that everything is done up correctly. What headset is it?