Dulcimer that changes its tuning

I purchased a dulcimer that has a fantastic voice, but after I tune it sounds like it goes out of tune after being tuned. Also, the other weird thing about the dulcimer is that everytime I get ready to tune it, it is sharp instead of flat. I have never had an instrument that did that before. What in the world could be wrong with it? I hope you can share some insight so I might be able to correct whatever is making it do weird things.