This should be added to the FAQ.
Your problem is that the string isn't wound sufficienly down on the tuning peg. Generally this is the case because the E isn't long enough. Thankfully, this can be fixed.
1. Take off the E string and streatch on that puppy for 5 or more minutes. This should make your string longer, and will also make it more stable. (this is a good thing to do with all the strings)
2. Reattach to the Ashbory.
3. As you're tuning the now longer string, push it down on towards the bottom of the peg (near the headstock). The E string needs to leave the tuning peg at the center at the highest, and if you can have it leave lower that's better still.
No need to add the string retainer.
For the record, the Guilds don't have this problem. That said, I'd take this small. managable hassle over those nasty old friction peg tuners anyday!
Also, all the Ashbory strings perform better if you streatch them by hand prior to installation.