It sounds like your cog and lock ring aren't tight enough on the hub. I'm guessing you haven't got a lock ring tool, so just pop back into the bike workshop and they'll tighten them up for you - stress to them that you need them really frickin' tight! They're good guys in there, they won't mind doing it for you.
Theoretically, as the threads for the cog and lock ring go in opposite directions, they should tighten each other up rather than come loose. In practice this only works if they're good and tight to start with.