Fitting a 9 speed LX Cassette

Oh wise ones,
I have just brought a pair of Mavic Crossride Wheels and a new Shimano Lx 9 speed cassette.
The problem I have is that the main cassette fits nice and snuggly on the hub but when I put the three loose small chainwheels on they move from side to side slightly on the hub.
I have put the Lockring partially on but they still move from side to side, i didn't tighten it up all the way though just in case I needed to adjust them.
I've got the Park Tools book but it doesn't mention anything in it, where am I going wrong.
I have just brought a pair of Mavic Crossride Wheels and a new Shimano Lx 9 speed cassette.
The problem I have is that the main cassette fits nice and snuggly on the hub but when I put the three loose small chainwheels on they move from side to side slightly on the hub.
I have put the Lockring partially on but they still move from side to side, i didn't tighten it up all the way though just in case I needed to adjust them.
I've got the Park Tools book but it doesn't mention anything in it, where am I going wrong.
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Parktools :?:SheldonBrown
you mentioned that you'd put the spacer between the main cassette and the smallest cog?? the shimano cassettes have a block of 6 sprockets, a spacer, and then three separate smaller cogs before the lockring. (shimano website has a good exploded view for reference)
There is another spacer that comes with the wheelset to put behind the cassette...
hope this helps
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