Ok problem solved. I think I was afraid to over tighten, and there is a bit of wiggle room with the various holes. So it was all just too loose. I loosened off the strings, lined it all up and tightened and they are staying put now.
You're right about maple now that I think about it. The neck holes were the hardest to drill out of all the drilling I had to do.
Thanks for all the help to everyone. It even sounds pretty good on the kit strings, but I look forward to trying some Ernie balls soon.