PJ,
i used to have similar prob when i was brewing kits. People would always give the same advice to make sure your glasses are grease free, check your carbonation levels were right etc etc. And all these things are true of course. But to be honest none of these things seemed to do the trick for me. What I eventually found was the number one cause of lack of head retention, was lack of body. Like JM said try some brew improvers, or some liquid malt instead of sugar. Later on , you might like to experiment with partial mashes.
Basically, the more malt you use and the less sugar, the more body and flavour your beer will have.
Good luck.
vlbaby.
PS. Use the forums to your best advantage. If that means posting in multiple forums, then go for it.