The only thing I can think of immediately is that there may be a spring that bears on the uptake spool, like in this one at Flickr:
Not certain that's a Rollex, but that spring bears on each spool to make them resist turning too freely, so you might check if your holder has that spring (and if not what is supposed to stop the spools turning), and if it's maybe bent away from the spool. Good luck.
Ahhhh interestingly if I jigger it so that the take up spool takes up the film paper out, (reverse of the documented winding direction) it actually stays wound alright.
I seem to remember having had this problem, too. I think there is a possibility you wind the film the wrong way round on the take-up spool. The film has to go in a sharp bend UNDER the spool when you wind it.