I do so many of these I forget one from another, but I think the Dura Ace headsets come with the bearing in a "cupped" race I just can't remember, rather than loose. I am assuming that you are talking early generation here. It sounds as though one or both of those bearing races are placed in the headset wrong. First check to see if the cup with the largest tenon is in the bottom and then make sure that that balls are facing the deepest parft of the cup. The flange part of the race should be sitting on the opposite side of the "cup" of the bearing surfaces. If you need photos to illustrate, I can help...just le me know.
Jim Abt
Wausau, Wi. USA