Could have to do with the string binding in the nut...You can use some graphite powder in the nut slots to help them move more freely and return to the proper pitch. There are also several products on the market, like Big Bends Nut Sauce, which you can and should put in the nut slots and at the saddles.
Also, proper stringing technique at your tuning pegs is critical to tuning stability. You should use the locking method unless you have locking tuners, and you should always stretch your strings properly. Otherwise they'll constantly go out of tune until you play them in.
You should also pick up Dan Erlewine's book "How To Make Your Electric Guitar Play Great." Not only will it give you valuable tools to get the most out of your guitar, it will teach you to do a lot of things yourself which can save you money in the long run. Also, learning to do your own work helps you to understand how each part of the guitar relates to the other and opens up a whole new world of knowledge to you.