Well the cassette will come off if the end cap is loose i.e. the cap has a rubber O-ring on the inside which grips onto the axle – as the lock ring covers the end cap you can easily pull the cassette off if the cap is a loose fit.
Also have you remembered to install the freehub spacer?
http://www.cyclistno1.co.uk/features/maintenance/hope-pro-ii-rear-hub-service.htm
If its just the cassette that is loose on the freehub body then do you need a cassette spacer (depends on what cassette is used) but I doubt this. Also is your lock ring on properly and you have all of the sprockets i.e. 9sp?