The "quick release" system not enough tight.
At least for me it does that. If it's not the problem, it can be worst and I can't help you more.
Quick release, is that the screw that you are supposed to tighten, the screw that sticks out
The little screw is just to lock the collar in position. Undo the screw and tighten the collar, relative to the wheel. Do this by holding the wheel still and rotating the collar clockwise (from the front, as if you were driving). Then replace the small screw, which ends up in the 6 o'clock position on my TS-PC racer. I think it was the same on my T500 RS.
Hope this helps.