My headset keep unscrewing......help

I have a 1" threaded Token headset on my new frame

I've been riding it for about 3 weeks now.

But I noticed the headset was loose.
I tightened it up.
It was loose the next day.
It keeps loosening itself....what can I do?

I opened it up to see if the threads were OK, they were.
But it looks as if there is not enough room in the lock nut for the top of the stem.
I don't fancy taking a saw to it, maybe a 2mm spacer?

Maybe I'm tightining it wrongly - do you need 2 spanners, like with hub bearings?

Yes, you need 2 spanners. Like on a hub you need to tighten the two together to stop them from moving. Doing this will probably solve it. Some top nuts on headsets have a lip at the top stopping them from threading any further than the top of the steerer. if yours is like this then you might need a spacer in there.

It also sounds like the locknut is pressing onto the top end of the steerer tube as you are tightening it. You need to put sufficient spacers between the threaded race and the locknut so that tightening it up doesn't press on the end of the steerer. I also find a little Loctite on the locknut thread can prevent self-unscrewing.

^^ Yup, check you have enough spacers, and one needs to tighten against the other, often even if the threads are very good you'll need a LOT of torque to get them to not undo of their own accord.