I can't imagine a properly functioning pan head loosening itself from the tripod when you are panning. Sounds like an adjustment or release of some kind is not working; take another turn through the instruction manual?
First - on a fluid head, the drag should be adjustable. So you may need to tweak that (I have a Velbon).
Second - you need to screw the head down onto the tripod mount more. REALLY screw it on. If it's loose enough to unscrew even when panning with a heavy drag, it's not screwed onto the head tight enough. If it's going to be on there permanently, just use some Loctite.
Which Velbon do you have and how do you like it?
http://cheesycam.com/cheap-velbon-video-fluid-head-review/
I like it a lot. I have two. I use one on my Glidetrack slider and one as a "hopper" between other tools (Gorillapod Focus, tripod, underneath the Glidetrack if I want tilt, etc.). A bit hard to find these days though.
The Manfrotto SHOULD be a beast. I'll dig around this evening and see if I can find any info on setting it up for you.
How many knobs/buttons does it have?
Perhaps you can play around with the pan head release button/switch on the body of the head. Or, give the store that you buy the head from a call for instruction, or call the manufacture for instruction. Or, look up you tube for reviews and instructions.
It has three switches. One for tilting, one for panning and one as part of the quick release. I loosened the panning one all the way and it's still rather tight. May play with it more, maybe it'll loosen up. Got it from Amazon since I really can't find good video stuff here.
It should have two for panning. The tension control is the knob that you reveal when you tilt the head all the way down. Then you have another small knob at the base which will lock the panning down. Maybe you have that tightened? If that is locked, it doesn't matter how tight or loose the other one is, and would make sense that it would unscrew from the tripod if you tried to force it to pan at that point.
If your tripod is like mine (Bogen/Manfrotto 3021, now known as 055), the head mounting plate should have some little brass screws in it that tighten onto the bottom of the head once it has been mounted. These provide the friction that keep the head from swiveling on its screw mount. You should be able to see these screws from the top and screw them in from the bottom.