If you're ukulele won't stay in tune, it's probably the strings or the tuning machines.  This is a common problem and can be very frustrating if you've never dealt with it before, but before you go bashing your uke into a wall out of frustration, here are some ideas that you can try....

1. New strings take time to settle in - If you recently restrung your ukulele, the strings will naturally slip out of tune for a while as they stretch and settle in.  Exercise some patience and keep retuning them every time they fall out of 
tune.  Depending on how often you pick it up, this can take a looooong time (4-6 weeks if you pick it up to tune less frequently).  This settling in process can even occur with old strings that you take off (let's say for a repair of some sort) and put back on.

Tips:  To help speed the process along, there are a couple things you can try.  You can play on it (and tune it) more often.  This will drive you nuts having to tune it over and over again after just a few minutes of playing, but it can cut down the settling in time to a couple weeks.  You can also tune your strings up a full step for the first week (ADF#B instead of GCEA) to stretch them a little bit quicker.