My Dean razorback V Standard
First, I don't know how long you've been playing guitar but you need to make sure the strings aren't old and/or not kept clean. The oils and skin cells from our fingers will cause strings to break down in there elasticity, therefore causing them to lose there retention (eg. memory). If you have a locking system with floating bridge then make sure your locks are tight, but not to tight as to strip or break the screws. Next, if you have a cheaper guitar, like in the $250 range, you will experience this more often than not, especially if you don't have a locking system. But just remember that guitars have to be retuned all the time (just watch live video of guitarists like Jimmy Page and Angus Young, etc.) if you play a lot and really play the instrument to the fullest (eg. Dive Bombs, EVH Horsie, Pitch Bends, etc.). Also, when you put on new strings they need time to stretch before they find that place where they retain their memory so it's a good idea to play and stretch the strings using various techniques like bending and whammy (EVH has been known to boil his strings to aid in this). Last, but not quite the least, if you find your guitar going out of tune after just a few minutes and after all my suggestions then your guitar may have a problem with its INTONATION, which you'll need to take it to a guitar technician which won't cost much and you'll be very happy with the sound. One last thing to remember, if you have a cheaper guitar without locking system they're really not capable or designed for using the whammy bar that comes with most of them---this is just a feature for helping to sell the guitar because everyone wants a whammy bar---the guitar will go considerably out of tune everytime it's used. Hope this long explanation helps.