Electric Fender Stratocaster Tuning problem?

I have just recently changed the strings for my Electric Fender Strat. When done, I attempted to tune my guitar with a tuner, but I encountered a problem. First, there is this metal head nut on my guitar that needs tightening and it interferes with the tuning alot. That is probably the major problem. Once it was tuned, it gets quickly out of tune, due to what I believe is the headnut. I'm not sure what it is, but it looks like this metal thing with three bolts in it, probably to keep the strings down in place. Whenever I tune the guitar it quickly gets out of tune. What could be wrong? Could I tune it with the string saddles?